+45.8%
VSH vs XPO
+313.2%
-267.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +26.2% | +6.9% | +19.3% | +23.1% |
| 30D | -12.5% | +4.1% | -16.6% | -13.7% |
| 3M | -16.9% | -9.7% | -7.2% | -13.2% |
| 6M | -17.0% | -3.8% | -13.2% | -15.3% |
| YTD | +93.8% | +38.8% | +55.1% | +70.6% |
| 1Y | +99.3% | +34.2% | +65.1% | +77.5% |
| 3Y | +35.0% | +126.9% | -91.9% | -2.1% |
| 5Y | +45.8% | +297.5% | -251.7% | -16.9% |
| All | +45.8% | +313.2% | -267.4% | -16.9% |
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