+294.1%
VFC vs XPO
+10,073.3%
-9,779.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | -1.4% | +6.9% | -8.3% | -2.5% |
| 30D | +24.6% | +4.1% | +20.5% | +23.8% |
| 3M | +38.4% | -9.7% | +48.2% | +40.6% |
| 6M | +15.3% | -3.8% | +19.1% | +15.7% |
| YTD | +12.7% | +38.8% | -26.0% | +6.5% |
| 1Y | +32.7% | +34.2% | -1.5% | +26.2% |
| 3Y | +43.7% | +126.9% | -83.2% | +25.5% |
| 5Y | -69.2% | +297.5% | -366.6% | -75.5% |
| 10Y | -50.0% | +1,260.5% | -1,310.5% | -65.1% |
| All | +294.1% | +10,073.3% | -9,779.2% | +143.2% |
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 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