+955.6%
BNS vs XPO
+9,839.2%
-8,883.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | +4.0% | -8.1% | +12.1% | +4.9% |
| 3M | +13.8% | -19.0% | +32.8% | +16.1% |
| 6M | +32.7% | -5.2% | +37.9% | +33.0% |
| YTD | +27.6% | +35.6% | -8.0% | +22.9% |
| 1Y | +47.4% | +41.1% | +6.3% | +41.0% |
| 3Y | +129.0% | +157.9% | -28.9% | +101.8% |
| 5Y | +92.7% | +265.6% | -172.9% | +60.6% |
| 10Y | +182.1% | +1,516.8% | -1,334.7% | +104.5% |
| All | +955.6% | +9,839.2% | -8,883.6% | +586.6% |
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