-100.0%
VIVK vs XPO
+151.0%
-251.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -4.4% | -5.7% | +1.3% | -3.7% |
| 30D | -40.8% | -12.8% | -28.0% | -39.9% |
| 3M | -94.1% | -20.0% | -74.2% | -94.0% |
| 6M | -98.2% | -6.0% | -92.2% | -98.2% |
| YTD | -98.0% | +34.0% | -132.1% | -98.0% |
| 1Y | -100.0% | +35.6% | -135.5% | -100.0% |
| 3Y | -100.0% | +152.3% | -252.3% | -100.0% |
| All | -100.0% | +151.0% | -251.0% | -100.0% |
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