+161.1%
VEA vs XPO
+1,516.3%
-1,355.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.5% | -5.7% | +4.2% | -0.3% |
| 30D | -0.8% | -12.8% | +12.0% | +1.7% |
| 3M | +2.5% | -20.0% | +22.4% | +6.7% |
| 6M | +11.1% | -6.0% | +17.2% | +11.9% |
| YTD | +17.2% | +34.0% | -16.9% | +9.6% |
| 1Y | +24.5% | +35.6% | -11.0% | +15.6% |
| 3Y | +75.4% | +152.3% | -76.9% | +37.6% |
| 5Y | +61.1% | +264.4% | -203.3% | +11.6% |
| All | +161.1% | +1,516.3% | -1,355.2% | +34.7% |
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