+19.6%
BTDR vs XPO
+278.8%
-259.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | -3.4% | -5.7% | +2.3% | -2.0% |
| 30D | +32.6% | -12.8% | +45.4% | +37.3% |
| 3M | -32.2% | -20.0% | -12.3% | -28.5% |
| 6M | +52.4% | -6.0% | +58.4% | +55.3% |
| YTD | +6.7% | +34.0% | -27.4% | +0.9% |
| 1Y | -15.2% | +35.6% | -50.8% | -20.2% |
| 3Y | +14.9% | +152.3% | -137.4% | +7.2% |
| 5Y | +20.8% | +264.4% | -243.6% | +17.4% |
| All | +19.6% | +278.8% | -259.2% | +16.5% |
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