-66.9%
BAX vs XPO
+271.9%
-338.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.5% |
| 7D | -2.4% | +2.7% | -5.1% | -2.9% |
| 30D | -9.7% | -6.2% | -3.5% | -8.8% |
| 3M | +29.3% | -15.4% | +44.7% | +33.0% |
| 6M | +40.7% | +0.7% | +39.9% | +39.9% |
| YTD | +30.3% | +39.8% | -9.6% | +22.8% |
| 1Y | +3.4% | +43.3% | -39.9% | -3.5% |
| 3Y | -32.0% | +166.0% | -198.1% | -43.4% |
| 5Y | -66.9% | +274.2% | -341.0% | -75.2% |
| All | -66.9% | +271.9% | -338.8% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling