+59.9%
VEA vs XPO
+261.3%
-201.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.5% | -5.7% | +4.2% | -0.4% |
| 30D | -0.8% | -12.8% | +12.0% | +1.5% |
| 3M | +2.5% | -20.0% | +22.4% | +6.3% |
| 6M | +11.1% | -6.0% | +17.2% | +11.9% |
| YTD | +17.2% | +34.0% | -16.9% | +10.3% |
| 1Y | +24.5% | +35.6% | -11.0% | +16.4% |
| 3Y | +75.4% | +152.3% | -76.9% | +38.6% |
| All | +59.9% | +261.3% | -201.4% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling