+94.9%
BNS vs XPO
+261.3%
-166.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.4% | -5.7% | +5.3% | +0.5% |
| 30D | +3.5% | -12.8% | +16.3% | +5.5% |
| 3M | +14.1% | -20.0% | +34.0% | +17.7% |
| 6M | +33.8% | -6.0% | +39.8% | +34.3% |
| YTD | +29.5% | +34.0% | -4.6% | +22.8% |
| 1Y | +48.4% | +35.6% | +12.9% | +39.9% |
| 3Y | +129.6% | +152.3% | -22.7% | +86.4% |
| All | +94.9% | +261.3% | -166.4% | +38.8% |
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