+162.8%
VFC vs XPO
+10,316.6%
-10,153.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.5% | -2.1% | +1.6% |
| 7D | -1.6% | +2.4% | -4.0% | -2.0% |
| 30D | -11.6% | -3.5% | -8.1% | -11.1% |
| 3M | -18.1% | -11.9% | -6.2% | -16.5% |
| 6M | -27.4% | -10.0% | -17.4% | -26.3% |
| YTD | -24.8% | +42.1% | -66.9% | -29.2% |
| 1Y | -8.2% | +47.6% | -55.8% | -14.2% |
| 3Y | -29.1% | +153.6% | -182.7% | -39.2% |
| 5Y | -79.2% | +266.5% | -345.7% | -83.3% |
| 10Y | -68.1% | +1,460.4% | -1,528.6% | -78.0% |
| All | +162.8% | +10,316.6% | -10,153.8% | +61.6% |
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 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