+432.5%
VRTX vs XPO
+1,534.7%
-1,102.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.1% |
| 7D | -6.4% | -0.9% | -5.5% | -6.3% |
| 30D | -0.5% | -8.1% | +7.6% | +0.5% |
| 3M | +16.9% | -19.0% | +35.9% | +19.9% |
| 6M | +13.1% | -5.2% | +18.3% | +13.3% |
| YTD | +14.9% | +35.6% | -20.6% | +9.3% |
| 1Y | +31.4% | +41.1% | -9.7% | +23.9% |
| 3Y | +51.9% | +157.9% | -106.0% | +28.1% |
| 5Y | +177.1% | +265.6% | -88.6% | +113.9% |
| All | +432.5% | +1,534.7% | -1,102.2% | +180.0% |
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