+134.0%
BP vs XPO
+1,517.7%
-1,383.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +5.7% | -1.3% | +7.1% | +6.0% |
| 30D | +8.1% | -10.4% | +18.4% | +10.3% |
| 3M | +8.6% | -15.7% | +24.3% | +12.0% |
| 6M | +18.1% | -6.3% | +24.5% | +18.4% |
| YTD | +37.6% | +34.2% | +3.4% | +26.8% |
| 1Y | +39.4% | +39.9% | -0.6% | +26.4% |
| 3Y | +40.1% | +155.2% | -115.2% | +5.0% |
| 5Y | +141.3% | +264.7% | -123.4% | +56.8% |
| All | +134.0% | +1,517.7% | -1,383.7% | +4.9% |
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