+953.6%
VRT vs XPO
+262.4%
+691.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.1% | -6.6% | -8.1% |
| 7D | +2.4% | -0.9% | +3.3% | +3.0% |
| 30D | -2.7% | -8.1% | +5.4% | +1.7% |
| 3M | -9.2% | -19.0% | +9.9% | +0.6% |
| 6M | -0.5% | -5.2% | +4.7% | +1.1% |
| YTD | +62.3% | +35.6% | +26.8% | +36.4% |
| 1Y | +109.6% | +41.1% | +68.5% | +69.0% |
| 3Y | +573.1% | +157.9% | +415.2% | +259.3% |
| 5Y | +953.6% | +265.6% | +688.0% | +274.2% |
| All | +953.6% | +262.4% | +691.2% | +274.2% |
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 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