-27.8%
BB vs XPO
+262.4%
-290.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -0.4% |
| 7D | +1.8% | -0.9% | +2.8% | +2.1% |
| 30D | -12.2% | -8.1% | -4.1% | -9.5% |
| 3M | -12.3% | -19.0% | +6.7% | -5.7% |
| 6M | +122.7% | -5.2% | +127.9% | +125.1% |
| YTD | +104.5% | +35.6% | +68.9% | +78.5% |
| 1Y | +106.7% | +41.1% | +65.6% | +76.2% |
| 3Y | +70.0% | +157.9% | -88.0% | +0.9% |
| 5Y | -27.8% | +265.6% | -293.4% | -68.2% |
| All | -27.8% | +262.4% | -290.2% | -68.2% |
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