+213.7%
VT vs XPO
+1,334.3%
-1,120.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -2.3% | -6.7% | +4.3% | -0.9% |
| 30D | -5.0% | -1.9% | -3.1% | -4.7% |
| 3M | -4.9% | -9.9% | +5.0% | -3.0% |
| 6M | -1.5% | -16.4% | +14.8% | +1.7% |
| YTD | +8.5% | +30.2% | -21.7% | +1.0% |
| 1Y | +11.4% | +29.9% | -18.5% | +3.5% |
| 3Y | +70.1% | +122.6% | -52.6% | +34.4% |
| 5Y | +53.7% | +278.9% | -225.2% | +2.2% |
| All | +213.7% | +1,334.3% | -1,120.7% | +66.7% |
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