-48.6%
VFC vs XPO
+1,266.4%
-1,315.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.4% |
| 7D | +1.6% | +9.0% | -7.3% | -1.6% |
| 30D | +25.5% | +4.2% | +21.3% | +23.4% |
| 3M | +41.3% | -8.7% | +49.9% | +45.6% |
| 6M | +22.2% | -2.8% | +25.0% | +22.5% |
| YTD | +16.4% | +41.9% | -25.5% | +0.6% |
| 1Y | +38.4% | +42.3% | -3.9% | +19.8% |
| 3Y | +56.2% | +127.3% | -71.0% | +10.4% |
| 5Y | -68.2% | +306.4% | -374.5% | -82.6% |
| All | -48.6% | +1,266.4% | -1,315.0% | -79.3% |
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