+1,593.8%
BTI vs XPO
+9,839.2%
-8,245.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.3% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | -4.8% | -8.1% | +3.3% | -4.3% |
| 3M | -8.1% | -19.0% | +10.9% | -7.0% |
| 6M | -4.2% | -5.2% | +1.0% | -4.1% |
| YTD | -1.3% | +35.6% | -36.9% | -3.4% |
| 1Y | +2.1% | +41.1% | -39.0% | -0.5% |
| 3Y | +108.9% | +157.9% | -49.0% | +93.3% |
| 5Y | +114.5% | +265.6% | -151.2% | +91.2% |
| 10Y | +72.2% | +1,516.8% | -1,444.6% | +40.1% |
| All | +1,593.8% | +9,839.2% | -8,245.4% | +1,153.0% |
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