+142.2%
BP vs XPO
+1,266.4%
-1,124.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.4% | +0.4% |
| 7D | +3.8% | +9.0% | -5.2% | +2.0% |
| 30D | -5.3% | +4.2% | -9.5% | -6.2% |
| 3M | +9.3% | -8.7% | +17.9% | +10.9% |
| 6M | +7.2% | -2.8% | +10.0% | +6.9% |
| YTD | +38.0% | +41.9% | -3.8% | +25.6% |
| 1Y | +33.2% | +42.3% | -9.1% | +20.8% |
| 3Y | +50.3% | +127.3% | -77.0% | +16.6% |
| 5Y | +114.1% | +306.4% | -192.3% | +35.7% |
| All | +142.2% | +1,266.4% | -1,124.2% | +19.2% |
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