+27.0%
BROS vs XPO
+294.0%
-267.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.8% | -1.1% |
| 7D | -6.7% | +2.4% | -9.1% | -7.6% |
| 30D | -29.1% | -3.5% | -25.5% | -28.0% |
| 3M | -16.7% | -11.9% | -4.8% | -12.8% |
| 6M | -11.6% | -10.0% | -1.7% | -8.7% |
| YTD | -23.9% | +42.1% | -66.0% | -35.2% |
| 1Y | -34.8% | +47.6% | -82.4% | -45.9% |
| 3Y | +62.1% | +153.6% | -91.5% | -4.7% |
| All | +27.0% | +294.0% | -267.0% | -41.6% |
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 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