+47.7%
VMC vs XPO
+262.4%
-214.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.4% |
| 7D | -5.3% | -0.9% | -4.4% | -5.1% |
| 30D | -12.3% | -8.1% | -4.2% | -10.4% |
| 3M | -10.3% | -19.0% | +8.8% | -5.5% |
| 6M | -8.6% | -5.2% | -3.4% | -8.0% |
| YTD | -11.9% | +35.6% | -47.5% | -20.0% |
| 1Y | -13.9% | +41.1% | -55.0% | -23.3% |
| 3Y | +18.2% | +157.9% | -139.7% | -14.9% |
| 5Y | +47.7% | +265.6% | -217.9% | -10.0% |
| All | +47.7% | +262.4% | -214.7% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling