-34.8%
BROS vs XPO
+53.4%
-88.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -0.8% |
| 7D | -6.7% | +2.4% | -9.1% | -7.4% |
| 30D | -29.1% | -3.5% | -25.5% | -28.2% |
| 3M | -16.7% | -11.9% | -4.8% | -13.4% |
| 6M | -11.6% | -10.0% | -1.7% | -10.0% |
| YTD | -23.9% | +42.1% | -66.0% | -31.0% |
| 1Y | -34.8% | +47.6% | -82.4% | -40.6% |
| All | -34.8% | +53.4% | -88.2% | -40.6% |
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