-34.4%
BAX vs XPO
+1,289.5%
-1,323.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +6.3% | +4.7% | +1.6% | +5.4% |
| 3M | -4.6% | -7.1% | +2.5% | -3.6% |
| 6M | +50.4% | -6.3% | +56.6% | +51.3% |
| YTD | +38.0% | +39.1% | -1.0% | +30.7% |
| 1Y | +44.6% | +36.7% | +7.9% | +37.1% |
| 3Y | -15.1% | +127.4% | -142.5% | -26.9% |
| 5Y | -63.3% | +315.0% | -378.3% | -71.8% |
| 10Y | -34.4% | +1,263.5% | -1,297.8% | -54.9% |
| All | -34.4% | +1,289.5% | -1,323.8% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling