-0.8%
BB vs XPO
+1,517.7%
-1,518.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -2.1% | -1.3% | -0.7% | -1.7% |
| 30D | -16.0% | -10.4% | -5.7% | -13.0% |
| 3M | -14.5% | -15.7% | +1.2% | -9.9% |
| 6M | +118.6% | -6.3% | +124.9% | +121.7% |
| YTD | +98.9% | +34.2% | +64.8% | +77.6% |
| 1Y | +99.5% | +39.9% | +59.5% | +74.3% |
| 3Y | +65.4% | +155.2% | -89.9% | +10.7% |
| 5Y | -27.6% | +264.7% | -292.3% | -59.7% |
| All | -0.8% | +1,517.7% | -1,518.5% | -62.6% |
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