+32.8%
BROS vs XPO
+133.2%
-100.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.3% | +5.7% |
| 7D | +6.3% | +9.0% | -2.7% | +3.3% |
| 30D | -8.3% | +4.2% | -12.5% | -9.3% |
| 3M | -29.8% | -8.7% | -21.1% | -27.6% |
| 6M | -25.8% | -2.8% | -23.1% | -25.3% |
| YTD | -41.4% | +41.9% | -83.2% | -47.5% |
| 1Y | -35.2% | +42.3% | -77.5% | -42.0% |
| 3Y | +32.8% | +127.3% | -94.5% | +4.6% |
| All | +32.8% | +133.2% | -100.5% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling