+39.4%
BEN vs XPO
+262.4%
-223.0%
-47.4%
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% | -0.6% |
| 7D | +3.4% | -0.9% | +4.3% | +3.6% |
| 30D | +1.8% | -8.1% | +9.9% | +4.3% |
| 3M | +8.4% | -19.0% | +27.4% | +14.8% |
| 6M | +35.6% | -5.2% | +40.8% | +36.5% |
| YTD | +46.4% | +35.6% | +10.8% | +30.8% |
| 1Y | +46.3% | +41.1% | +5.2% | +27.9% |
| 3Y | +54.6% | +157.9% | -103.3% | +3.6% |
| 5Y | +39.4% | +265.6% | -226.2% | -21.4% |
| All | +39.4% | +262.4% | -223.0% | -21.4% |
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 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