+784.4%
VMC vs XPO
+10,300.9%
-9,516.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -1.3% | +9.0% | -10.2% | -2.5% |
| 30D | +15.5% | +4.2% | +11.3% | +14.7% |
| 3M | +0.6% | -8.7% | +9.2% | +1.8% |
| 6M | +2.1% | -2.8% | +4.8% | +2.1% |
| YTD | -1.6% | +41.9% | -43.4% | -7.2% |
| 1Y | -1.2% | +42.3% | -43.5% | -7.0% |
| 3Y | +35.3% | +127.3% | -91.9% | +17.0% |
| 5Y | +43.6% | +306.4% | -262.8% | +11.9% |
| 10Y | +126.7% | +1,290.9% | -1,164.2% | +51.5% |
| All | +784.4% | +10,300.9% | -9,516.5% | +411.5% |
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 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