+208.0%
VSXY vs XPO
+38.8%
+169.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.6% | +10.0% | +8.9% |
| 7D | +14.2% | +3.5% | +10.7% | +12.6% |
| 30D | +21.9% | +2.8% | +19.0% | +20.1% |
| 3M | +22.1% | -7.5% | +29.6% | +25.0% |
| 6M | +116.7% | -5.9% | +122.6% | +113.9% |
| YTD | +101.1% | +38.4% | +62.8% | +69.7% |
| 1Y | +208.0% | +33.7% | +174.3% | +161.8% |
| All | +208.0% | +38.8% | +169.2% | +161.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling