-67.8%
VFC vs XPO
+315.9%
-383.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -1.4% | +0.5% | -1.9% | -1.7% |
| 30D | +30.7% | +4.7% | +26.0% | +27.9% |
| 3M | +40.6% | -7.1% | +47.7% | +44.4% |
| 6M | +16.5% | -6.3% | +22.7% | +18.4% |
| YTD | +16.2% | +39.1% | -22.9% | -1.3% |
| 1Y | +42.4% | +36.7% | +5.8% | +22.2% |
| 3Y | +48.1% | +127.4% | -79.3% | -1.9% |
| 5Y | -67.8% | +315.0% | -382.8% | -84.6% |
| All | -67.8% | +315.9% | -383.7% | -84.6% |
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