+139.4%
BAX vs XPO
+10,073.3%
-9,933.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.4% | +6.9% | -6.5% | -0.2% |
| 30D | +3.4% | +4.1% | -0.7% | +3.1% |
| 3M | -4.5% | -9.7% | +5.3% | -3.8% |
| 6M | +44.0% | -3.8% | +47.8% | +44.2% |
| YTD | +34.9% | +38.8% | -3.9% | +31.5% |
| 1Y | +37.9% | +34.2% | +3.7% | +34.7% |
| 3Y | -17.1% | +126.9% | -144.0% | -22.5% |
| 5Y | -64.3% | +297.5% | -361.8% | -68.2% |
| 10Y | -35.9% | +1,260.5% | -1,296.4% | -47.2% |
| All | +139.4% | +10,073.3% | -9,933.9% | +83.0% |
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