+124.0%
VRSK vs XPO
+1,516.3%
-1,392.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.2% | -5.7% | +0.5% | -4.3% |
| 30D | -2.3% | -12.8% | +10.5% | -0.3% |
| 3M | -2.9% | -20.0% | +17.1% | +0.3% |
| 6M | -12.8% | -6.0% | -6.8% | -12.6% |
| YTD | -20.8% | +34.0% | -54.9% | -25.8% |
| 1Y | -33.2% | +35.6% | -68.8% | -37.9% |
| 3Y | -26.6% | +152.3% | -178.9% | -41.9% |
| 5Y | -11.3% | +264.4% | -275.7% | -37.8% |
| All | +124.0% | +1,516.3% | -1,392.3% | +17.1% |
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