+33.2%
BN vs XPO
+262.4%
-229.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -0.9% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | -13.0% | -8.1% | -4.9% | -10.6% |
| 3M | -15.2% | -19.0% | +3.8% | -9.5% |
| 6M | -5.9% | -5.2% | -0.7% | -5.2% |
| YTD | -15.8% | +35.6% | -51.3% | -25.7% |
| 1Y | -12.2% | +41.1% | -53.3% | -24.2% |
| 3Y | +72.2% | +157.9% | -85.7% | +13.6% |
| 5Y | +33.2% | +265.6% | -232.4% | -29.0% |
| All | +33.2% | +262.4% | -229.2% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling