+285.2%
BRO vs XPO
+1,516.3%
-1,231.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.3% | -5.7% | -1.7% | -6.4% |
| 30D | -6.9% | -12.8% | +6.0% | -4.7% |
| 3M | +10.7% | -20.0% | +30.6% | +14.7% |
| 6M | -2.7% | -6.0% | +3.4% | -2.5% |
| YTD | -16.3% | +34.0% | -50.4% | -22.1% |
| 1Y | -29.1% | +35.6% | -64.6% | -34.5% |
| 3Y | -7.8% | +152.3% | -160.1% | -28.3% |
| 5Y | +18.7% | +264.4% | -245.6% | -18.6% |
| All | +285.2% | +1,516.3% | -1,231.1% | +86.2% |
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