+125.7%
VMC vs XPO
+1,266.4%
-1,140.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.2% |
| 7D | -1.3% | +9.0% | -10.2% | -3.7% |
| 30D | +15.5% | +4.2% | +11.3% | +14.0% |
| 3M | +0.6% | -8.7% | +9.2% | +3.0% |
| 6M | +2.1% | -2.8% | +4.8% | +2.1% |
| YTD | -1.6% | +41.9% | -43.4% | -12.7% |
| 1Y | -1.2% | +42.3% | -43.5% | -12.7% |
| 3Y | +35.3% | +127.3% | -91.9% | -1.1% |
| 5Y | +43.6% | +306.4% | -262.8% | -17.3% |
| All | +125.7% | +1,266.4% | -1,140.7% | -19.5% |
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