+38.2%
BN vs XPO
+315.9%
-277.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | +13.5% | +4.7% | +8.8% | +11.6% |
| 3M | -5.9% | -7.1% | +1.1% | -4.0% |
| 6M | -8.9% | -6.3% | -2.7% | -7.8% |
| YTD | -7.9% | +39.1% | -46.9% | -19.7% |
| 1Y | -8.3% | +36.7% | -45.0% | -19.7% |
| 3Y | +100.8% | +127.4% | -26.6% | +38.7% |
| 5Y | +38.2% | +315.0% | -276.8% | -29.4% |
| All | +38.2% | +315.9% | -277.6% | -29.4% |
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