+1,601.7%
VICR vs XPO
+1,516.3%
+85.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.1% | +11.2% | +11.2% |
| 7D | +5.0% | -5.7% | +10.6% | +7.8% |
| 30D | -12.5% | -12.8% | +0.3% | -6.5% |
| 3M | -33.6% | -20.0% | -13.6% | -26.6% |
| 6M | +10.7% | -6.0% | +16.7% | +14.7% |
| YTD | +80.6% | +34.0% | +46.5% | +59.7% |
| 1Y | +288.4% | +35.6% | +252.8% | +237.0% |
| 3Y | +213.8% | +152.3% | +61.5% | +89.2% |
| 5Y | +58.8% | +264.4% | -205.5% | -22.9% |
| All | +1,601.7% | +1,516.3% | +85.4% | +335.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling