+66.9%
BROS vs XPO
+153.8%
-86.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.1% |
| 7D | -6.6% | -0.9% | -5.7% | -6.3% |
| 30D | -12.3% | -8.1% | -4.2% | -10.1% |
| 3M | -22.2% | -19.0% | -3.2% | -17.4% |
| 6M | -14.3% | -5.2% | -9.1% | -13.4% |
| YTD | -26.6% | +35.6% | -62.1% | -33.1% |
| 1Y | -31.5% | +41.1% | -72.6% | -38.6% |
| All | +66.9% | +153.8% | -86.9% | +31.8% |
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