+65.9%
BLK vs XPO
+151.0%
-85.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.3% | -5.7% | +2.3% | -2.1% |
| 30D | -6.5% | -12.8% | +6.3% | -3.8% |
| 3M | +6.7% | -20.0% | +26.7% | +11.6% |
| 6M | +14.7% | -6.0% | +20.8% | +15.0% |
| YTD | +2.5% | +34.0% | -31.5% | -5.8% |
| 1Y | -2.8% | +35.6% | -38.3% | -11.3% |
| 3Y | +65.9% | +152.3% | -86.4% | +31.0% |
| All | +65.9% | +151.0% | -85.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling