+324.2%
VSXY vs XPO
+151.2%
+173.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.7% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | -22.1% | -10.4% | -11.7% | -19.1% |
| 3M | -1.1% | -15.7% | +14.5% | +4.3% |
| 6M | +53.8% | -6.3% | +60.2% | +55.0% |
| YTD | +35.5% | +34.2% | +1.3% | +20.2% |
| 1Y | +186.0% | +39.9% | +146.1% | +147.5% |
| All | +324.2% | +151.2% | +173.0% | +260.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling