+18.4%
BROS vs XPO
+272.1%
-253.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.0% |
| 7D | -6.1% | -1.3% | -4.7% | -5.6% |
| 30D | -12.4% | -10.4% | -2.0% | -8.5% |
| 3M | -27.9% | -15.7% | -12.3% | -23.1% |
| 6M | -16.8% | -6.3% | -10.5% | -15.3% |
| YTD | -29.0% | +34.2% | -63.2% | -38.1% |
| 1Y | -33.2% | +39.9% | -73.1% | -43.3% |
| 3Y | +56.8% | +155.2% | -98.5% | -8.7% |
| All | +18.4% | +272.1% | -253.6% | -44.2% |
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