+31.3%
BIL vs XPO
+10,458.5%
-10,427.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +0.1% | +9.0% | -8.9% | +0.1% |
| 30D | +0.3% | +4.2% | -3.8% | +0.3% |
| 3M | +1.0% | -8.7% | +9.6% | +1.0% |
| 6M | +1.9% | -2.8% | +4.6% | +1.9% |
| YTD | +3.2% | +41.9% | -38.7% | +3.2% |
| 1Y | +3.7% | +42.3% | -38.6% | +3.7% |
| 3Y | +13.8% | +127.3% | -113.4% | +13.8% |
| 5Y | +20.3% | +306.4% | -286.1% | +20.3% |
| 10Y | +26.2% | +1,290.9% | -1,264.8% | +26.2% |
| All | +31.3% | +10,458.5% | -10,427.2% | +31.2% |
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 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