+222.7%
VT vs XPO
+1,236.5%
-1,013.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +2.9% | +6.9% | -4.0% | +1.4% |
| 30D | -2.5% | +4.1% | -6.6% | -3.4% |
| 3M | -3.3% | -9.7% | +6.4% | -1.5% |
| 6M | +1.5% | -3.8% | +5.3% | +1.7% |
| YTD | +11.4% | +38.8% | -27.4% | +2.3% |
| 1Y | +11.9% | +34.2% | -22.3% | +3.3% |
| 3Y | +73.9% | +126.9% | -53.0% | +36.8% |
| 5Y | +57.9% | +297.5% | -239.6% | +3.7% |
| All | +222.7% | +1,236.5% | -1,013.7% | +64.8% |
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 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