+186.9%
BNS vs XPO
+1,516.3%
-1,329.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.4% | -5.7% | +5.3% | +0.7% |
| 30D | +3.5% | -12.8% | +16.3% | +6.2% |
| 3M | +14.1% | -20.0% | +34.0% | +18.8% |
| 6M | +33.8% | -6.0% | +39.8% | +34.5% |
| YTD | +29.5% | +34.0% | -4.6% | +20.6% |
| 1Y | +48.4% | +35.6% | +12.9% | +37.2% |
| 3Y | +129.6% | +152.3% | -22.7% | +77.1% |
| 5Y | +96.1% | +264.4% | -168.3% | +32.7% |
| All | +186.9% | +1,516.3% | -1,329.4% | +37.7% |
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