+13,624.4%
BKNG vs XPO
+9,736.1%
+3,888.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | -10.7% | -1.3% | -9.3% | -10.5% |
| 30D | -18.1% | -10.4% | -7.8% | -16.8% |
| 3M | +8.5% | -15.7% | +24.2% | +10.9% |
| 6M | -0.1% | -6.3% | +6.3% | +0.4% |
| YTD | -18.2% | +34.2% | -52.4% | -22.5% |
| 1Y | -19.9% | +39.9% | -59.8% | -24.8% |
| 3Y | +41.6% | +155.2% | -113.6% | +19.3% |
| 5Y | +93.1% | +264.7% | -171.6% | +51.4% |
| 10Y | +214.8% | +1,500.1% | -1,285.3% | +106.9% |
| All | +13,624.4% | +9,736.1% | +3,888.3% | +7,933.3% |
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