+612.2%
VIG vs XPO
+13,919.5%
-13,307.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.1% |
| 7D | -1.2% | -0.9% | -0.2% | -1.1% |
| 30D | -2.8% | -8.1% | +5.3% | -1.8% |
| 3M | +2.5% | -19.0% | +21.5% | +5.1% |
| 6M | +8.1% | -5.2% | +13.3% | +8.4% |
| YTD | +9.6% | +35.6% | -26.0% | +4.5% |
| 1Y | +14.2% | +41.1% | -26.9% | +8.0% |
| 3Y | +56.1% | +157.9% | -101.8% | +33.6% |
| 5Y | +62.8% | +265.6% | -202.8% | +29.8% |
| 10Y | +248.2% | +1,516.8% | -1,268.6% | +131.4% |
| All | +612.2% | +13,919.5% | -13,307.3% | +298.7% |
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