+84.6%
VSXY vs XPO
+286.2%
-201.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.4% | +4.5% |
| 7D | -6.8% | +2.7% | -9.5% | -7.8% |
| 30D | -20.4% | -6.2% | -14.2% | -18.4% |
| 3M | +2.9% | -15.4% | +18.3% | +9.4% |
| 6M | +67.9% | +0.7% | +67.2% | +64.3% |
| YTD | +44.9% | +39.8% | +5.0% | +22.6% |
| 1Y | +205.9% | +43.3% | +162.6% | +152.9% |
| 3Y | +373.9% | +166.0% | +207.8% | +177.4% |
| 5Y | +23.5% | +274.2% | -250.7% | -44.7% |
| All | +84.6% | +286.2% | -201.5% | -18.4% |
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