+290.2%
BN vs XPO
+1,266.4%
-976.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.3% |
| 7D | -1.0% | +9.0% | -10.0% | -3.6% |
| 30D | +14.0% | +4.2% | +9.8% | +12.4% |
| 3M | -9.0% | -8.7% | -0.4% | -6.8% |
| 6M | -8.8% | -2.8% | -6.1% | -8.8% |
| YTD | -10.3% | +41.9% | -52.1% | -21.0% |
| 1Y | -5.8% | +42.3% | -48.1% | -17.4% |
| 3Y | +94.8% | +127.3% | -32.5% | +41.8% |
| 5Y | +31.5% | +306.4% | -274.9% | -24.2% |
| All | +290.2% | +1,266.4% | -976.2% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling