+18.5%
BOXX vs XPO
+426.4%
-407.9%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | -5.7% | +5.7% | +0.1% |
| 30D | +0.3% | -12.8% | +13.1% | +0.3% |
| 3M | +1.0% | -20.0% | +21.0% | +1.0% |
| 6M | +1.9% | -6.0% | +8.0% | +1.9% |
| YTD | +2.7% | +34.0% | -31.4% | +2.7% |
| 1Y | +4.0% | +35.6% | -31.5% | +4.0% |
| 3Y | +14.7% | +152.3% | -137.6% | +14.7% |
| All | +18.5% | +426.4% | -407.9% | +18.6% |
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