+2,397.0%
VRT vs XPO
+447.6%
+1,949.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.2% |
| 7D | -7.7% | -1.3% | -6.4% | -7.1% |
| 30D | -12.0% | -10.4% | -1.6% | -8.1% |
| 3M | -11.7% | -15.7% | +4.0% | -5.9% |
| 6M | -8.1% | -6.3% | -1.7% | -6.3% |
| YTD | +53.2% | +34.2% | +19.1% | +35.8% |
| 1Y | +81.7% | +39.9% | +41.7% | +56.5% |
| 3Y | +535.3% | +155.2% | +380.0% | +325.4% |
| 5Y | +916.4% | +264.7% | +651.7% | +462.0% |
| All | +2,397.0% | +447.6% | +1,949.4% | +1,038.2% |
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 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