+10,554.8%
XPO vs BG
+623.3%
+9,931.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -0.9% | +0.5% | -1.5% | -1.1% |
| 30D | -8.1% | +10.3% | -18.4% | -10.6% |
| 3M | -19.0% | -1.9% | -17.1% | -19.0% |
| 6M | -5.2% | +5.2% | -10.4% | -7.2% |
| YTD | +35.6% | +41.2% | -5.6% | +22.6% |
| 1Y | +41.1% | +50.5% | -9.4% | +24.8% |
| 3Y | +157.9% | +19.9% | +138.0% | +138.5% |
| 5Y | +265.6% | +86.7% | +178.9% | +196.8% |
| 10Y | +1,516.8% | +167.5% | +1,349.3% | +1,068.2% |
| All | +10,554.8% | +623.3% | +9,931.5% | +5,979.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling