-5.7%
BR vs XPO
+153.8%
-159.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | 0.0% |
| 7D | -5.0% | -0.9% | -4.1% | -4.9% |
| 30D | -2.5% | -8.1% | +5.6% | -1.7% |
| 3M | +13.5% | -19.0% | +32.5% | +15.7% |
| 6M | -9.4% | -5.2% | -4.2% | -9.3% |
| YTD | -23.3% | +35.6% | -58.8% | -27.1% |
| 1Y | -31.6% | +41.1% | -72.7% | -35.6% |
| All | -5.7% | +153.8% | -159.5% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling