+187.0%
BR vs XPO
+1,516.3%
-1,329.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.0% | -5.7% | +2.7% | -1.9% |
| 30D | -0.3% | -12.8% | +12.5% | +2.1% |
| 3M | +17.3% | -20.0% | +37.3% | +21.8% |
| 6M | -6.7% | -6.0% | -0.7% | -6.4% |
| YTD | -23.4% | +34.0% | -57.5% | -28.9% |
| 1Y | -32.7% | +35.6% | -68.2% | -38.0% |
| 3Y | -5.9% | +152.3% | -158.2% | -26.9% |
| 5Y | +8.4% | +264.4% | -255.9% | -25.6% |
| All | +187.0% | +1,516.3% | -1,329.3% | +54.0% |
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