-13.1%
BR vs XPO
+38.8%
-51.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.0% |
| 7D | +7.0% | +3.5% | +3.5% | +7.0% |
| 30D | +19.0% | +2.8% | +16.1% | +19.1% |
| 3M | +13.1% | -7.5% | +20.6% | +13.0% |
| 6M | +24.6% | -5.9% | +30.6% | +24.9% |
| YTD | -13.6% | +38.4% | -52.0% | -15.9% |
| 1Y | -13.1% | +33.7% | -46.8% | -15.1% |
| All | -13.1% | +38.8% | -51.9% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling