+149.5%
BRKR vs XPO
+1,516.3%
-1,366.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -8.7% | -5.7% | -3.0% | -7.1% |
| 30D | -9.9% | -12.8% | +3.0% | -6.4% |
| 3M | -3.1% | -20.0% | +16.9% | +2.6% |
| 6M | +45.5% | -6.0% | +51.5% | +47.1% |
| YTD | +13.7% | +34.0% | -20.4% | +3.5% |
| 1Y | +67.4% | +35.6% | +31.9% | +51.5% |
| 3Y | -13.2% | +152.3% | -165.5% | -35.7% |
| 5Y | -39.5% | +264.4% | -303.8% | -61.5% |
| All | +149.5% | +1,516.3% | -1,366.8% | +6.0% |
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