-24.5%
BRO vs XPO
+53.4%
-77.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.1% | -1.5% |
| 7D | -2.6% | +2.4% | -5.0% | -2.5% |
| 30D | +0.9% | -3.5% | +4.4% | +0.9% |
| 3M | +24.8% | -11.9% | +36.7% | +24.8% |
| 6M | -0.1% | -10.0% | +9.9% | +0.2% |
| YTD | -9.7% | +42.1% | -51.8% | -12.1% |
| 1Y | -24.5% | +47.6% | -72.1% | -26.7% |
| All | -24.5% | +53.4% | -77.9% | -26.7% |
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