-78.1%
VFC vs XPO
+271.9%
-350.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.2% |
| 7D | +0.8% | +2.7% | -1.8% | -0.3% |
| 30D | -11.9% | -6.2% | -5.8% | -9.7% |
| 3M | -20.2% | -15.4% | -4.8% | -14.7% |
| 6M | -23.0% | +0.7% | -23.7% | -24.0% |
| YTD | -26.2% | +39.8% | -66.1% | -37.0% |
| 1Y | -13.3% | +43.3% | -56.6% | -27.3% |
| 3Y | -25.5% | +166.0% | -191.5% | -53.1% |
| 5Y | -78.1% | +274.2% | -352.3% | -89.6% |
| All | -78.1% | +271.9% | -350.1% | -89.6% |
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