+7,539.6%
VLO vs XPO
+10,316.6%
-2,777.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -0.7% |
| 7D | +5.2% | +2.4% | +2.8% | +4.8% |
| 30D | +22.6% | -3.5% | +26.1% | +23.1% |
| 3M | +43.8% | -11.9% | +55.7% | +46.2% |
| 6M | +65.7% | -10.0% | +75.7% | +67.1% |
| YTD | +131.1% | +42.1% | +89.0% | +117.4% |
| 1Y | +143.6% | +47.6% | +96.0% | +126.8% |
| 3Y | +201.4% | +153.6% | +47.8% | +154.8% |
| 5Y | +568.9% | +266.5% | +302.4% | +420.6% |
| 10Y | +891.8% | +1,460.4% | -568.6% | +547.9% |
| All | +7,539.6% | +10,316.6% | -2,777.0% | +4,215.2% |
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