+1,855.0%
VRT vs XPO
+465.2%
+1,389.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -17.7% | -1.5% | -16.2% | -16.8% |
| 30D | -20.0% | +2.6% | -22.6% | -20.7% |
| 3M | -28.1% | -6.1% | -22.0% | -26.2% |
| 6M | -42.8% | -8.0% | -34.9% | -41.3% |
| YTD | +20.0% | +38.5% | -18.5% | +5.0% |
| 1Y | +3.5% | +35.0% | -31.5% | -8.8% |
| 3Y | +366.1% | +126.5% | +239.6% | +226.0% |
| 5Y | +632.2% | +315.4% | +316.8% | +291.8% |
| All | +1,855.0% | +465.2% | +1,389.7% | +780.1% |
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 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