+3,433.2%
BLK vs XPO
+9,736.1%
-6,302.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -5.2% | -1.3% | -3.8% | -5.0% |
| 30D | -7.0% | -10.4% | +3.3% | -5.7% |
| 3M | +5.7% | -15.7% | +21.3% | +8.0% |
| 6M | +11.0% | -6.3% | +17.3% | +11.5% |
| YTD | +0.9% | +34.2% | -33.3% | -4.0% |
| 1Y | -1.6% | +39.9% | -41.6% | -7.2% |
| 3Y | +64.5% | +155.2% | -90.8% | +40.1% |
| 5Y | +30.9% | +264.7% | -233.8% | +4.1% |
| 10Y | +275.1% | +1,500.1% | -1,224.9% | +153.8% |
| All | +3,433.2% | +9,736.1% | -6,302.9% | +2,063.0% |
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 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