+172.5%
VEA vs XPO
+10,152.6%
-9,980.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.9% | +2.7% | -0.8% | +1.4% |
| 30D | +0.8% | -6.2% | +6.9% | +1.7% |
| 3M | +5.7% | -15.4% | +21.1% | +8.2% |
| 6M | +13.3% | +0.7% | +12.6% | +12.8% |
| YTD | +18.4% | +39.8% | -21.4% | +11.7% |
| 1Y | +27.0% | +43.3% | -16.4% | +18.9% |
| 3Y | +79.3% | +166.0% | -86.8% | +48.5% |
| 5Y | +62.1% | +274.2% | -212.0% | +23.6% |
| 10Y | +160.3% | +1,429.0% | -1,268.8% | +58.0% |
| All | +172.5% | +10,152.6% | -9,980.0% | +22.8% |
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