+30.3%
BIL vs XPO
+10,474.4%
-10,444.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | 0.0% |
| 7D | +0.1% | +2.4% | -2.3% | +0.1% |
| 30D | +0.3% | -3.5% | +3.9% | +0.3% |
| 3M | +0.9% | -11.9% | +12.9% | +0.9% |
| 6M | +1.8% | -10.0% | +11.8% | +1.8% |
| YTD | +2.4% | +42.1% | -39.6% | +2.4% |
| 1Y | +3.7% | +47.6% | -43.9% | +3.7% |
| 3Y | +14.2% | +153.6% | -139.4% | +14.2% |
| 5Y | +19.4% | +266.5% | -247.1% | +19.4% |
| 10Y | +25.2% | +1,460.4% | -1,435.2% | +25.2% |
| All | +30.3% | +10,474.4% | -10,444.1% | +30.3% |
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