-46.6%
VG vs XPO
+36.3%
-82.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +5.5% | +0.5% | +5.0% | +5.4% |
| 30D | -3.6% | +4.7% | -8.3% | -4.4% |
| 3M | -4.0% | -7.1% | +3.1% | -3.2% |
| 6M | +9.4% | -6.3% | +15.6% | +9.5% |
| YTD | +86.6% | +39.1% | +47.6% | +59.9% |
| 1Y | +69.5% | +36.7% | +32.8% | +45.2% |
| All | -46.6% | +36.3% | -82.9% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling