+981.0%
BRO vs XPO
+9,727.5%
-8,746.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.3% | -5.7% | -1.7% | -6.8% |
| 30D | -6.9% | -12.8% | +6.0% | -5.8% |
| 3M | +10.7% | -20.0% | +30.6% | +12.7% |
| 6M | -2.7% | -6.0% | +3.4% | -2.5% |
| YTD | -16.3% | +34.0% | -50.4% | -19.1% |
| 1Y | -29.1% | +35.6% | -64.6% | -31.7% |
| 3Y | -7.8% | +152.3% | -160.1% | -17.5% |
| 5Y | +18.7% | +264.4% | -245.6% | +1.0% |
| 10Y | +291.9% | +1,498.6% | -1,206.8% | +198.0% |
| All | +981.0% | +9,727.5% | -8,746.5% | +678.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling