+68.8%
BN vs XPO
+153.8%
-85.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -1.0% |
| 7D | -3.0% | -0.9% | -2.1% | -2.8% |
| 30D | -13.0% | -8.1% | -4.9% | -10.9% |
| 3M | -15.2% | -19.0% | +3.8% | -10.1% |
| 6M | -5.9% | -5.2% | -0.7% | -5.3% |
| YTD | -15.8% | +35.6% | -51.3% | -24.8% |
| 1Y | -12.2% | +41.1% | -53.3% | -23.1% |
| All | +68.8% | +153.8% | -85.0% | +24.0% |
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