-68.5%
VFC vs XPO
+1,516.3%
-1,584.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | -1.4% | -5.7% | +4.3% | +0.8% |
| 30D | -9.0% | -12.8% | +3.8% | -4.3% |
| 3M | -24.2% | -20.0% | -4.2% | -18.0% |
| 6M | -18.5% | -6.0% | -12.5% | -17.2% |
| YTD | -25.9% | +34.0% | -59.9% | -34.3% |
| 1Y | -13.0% | +35.6% | -48.5% | -23.8% |
| 3Y | -20.3% | +152.3% | -172.6% | -45.7% |
| 5Y | -78.1% | +264.4% | -342.4% | -87.5% |
| All | -68.5% | +1,516.3% | -1,584.8% | -87.2% |
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 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