+3,430.4%
BN vs XPO
+10,316.6%
-6,886.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -0.9% |
| 7D | -2.5% | +2.4% | -4.9% | -2.8% |
| 30D | -9.5% | -3.5% | -6.0% | -9.1% |
| 3M | -10.4% | -11.9% | +1.5% | -8.9% |
| 6M | -6.4% | -10.0% | +3.6% | -5.3% |
| YTD | -11.9% | +42.1% | -53.9% | -16.7% |
| 1Y | -8.6% | +47.6% | -56.2% | -14.3% |
| 3Y | +77.6% | +153.6% | -76.0% | +53.0% |
| 5Y | +37.0% | +266.5% | -229.5% | +10.5% |
| 10Y | +266.4% | +1,460.4% | -1,194.1% | +154.8% |
| All | +3,430.4% | +10,316.6% | -6,886.1% | +2,104.4% |
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 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