+950.6%
BX vs XPO
+10,307.9%
-9,357.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -2.0% | +2.7% | -4.7% | -2.7% |
| 30D | -2.3% | -6.2% | +3.9% | -0.8% |
| 3M | +18.5% | -15.4% | +33.9% | +23.4% |
| 6M | +23.7% | +0.7% | +23.0% | +22.5% |
| YTD | -10.4% | +39.8% | -50.2% | -19.2% |
| 1Y | -19.6% | +43.3% | -62.9% | -28.3% |
| 3Y | +30.8% | +166.0% | -135.2% | -2.9% |
| 5Y | +24.3% | +274.2% | -249.8% | -17.5% |
| 10Y | +679.5% | +1,429.0% | -749.6% | +272.5% |
| All | +950.6% | +10,307.9% | -9,357.3% | +255.9% |
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