+152.3%
XPO vs BG
+18.0%
+134.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.2% |
| 7D | -5.7% | +3.1% | -8.8% | -6.2% |
| 30D | -12.8% | +10.2% | -23.0% | -14.4% |
| 3M | -20.0% | -1.7% | -18.3% | -19.8% |
| 6M | -6.0% | +1.0% | -7.0% | -6.6% |
| YTD | +34.0% | +39.9% | -5.9% | +25.6% |
| 1Y | +35.6% | +53.2% | -17.7% | +24.7% |
| 3Y | +152.3% | +16.3% | +136.0% | +157.9% |
| All | +152.3% | +18.0% | +134.3% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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