+140.3%
BAX vs XPO
+10,316.6%
-10,176.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +0.7% |
| 7D | -1.1% | +2.4% | -3.6% | -1.3% |
| 30D | -5.5% | -3.5% | -1.9% | -5.2% |
| 3M | +33.5% | -11.9% | +45.5% | +34.7% |
| 6M | +35.9% | -10.0% | +45.8% | +36.7% |
| YTD | +35.4% | +42.1% | -6.7% | +31.8% |
| 1Y | +9.8% | +47.6% | -37.8% | +6.3% |
| 3Y | -32.7% | +153.6% | -186.3% | -37.7% |
| 5Y | -65.6% | +266.5% | -332.1% | -69.2% |
| 10Y | -34.9% | +1,460.4% | -1,495.4% | -46.7% |
| All | +140.3% | +10,316.6% | -10,176.3% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling