+137.9%
VGT vs XPO
+261.3%
-123.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.2% | -5.7% | +5.5% | +1.5% |
| 30D | -0.4% | -12.8% | +12.4% | +3.4% |
| 3M | +4.4% | -20.0% | +24.4% | +10.8% |
| 6M | +32.1% | -6.0% | +38.1% | +33.3% |
| YTD | +28.8% | +34.0% | -5.3% | +16.3% |
| 1Y | +35.3% | +35.6% | -0.2% | +20.7% |
| 3Y | +124.8% | +152.3% | -27.5% | +56.0% |
| All | +137.9% | +261.3% | -123.4% | +32.6% |
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