+297.8%
VTI vs XPO
+1,516.3%
-1,218.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -5.7% | +4.8% | +0.4% |
| 30D | -1.4% | -12.8% | +11.4% | +1.6% |
| 3M | +3.6% | -20.0% | +23.6% | +8.6% |
| 6M | +13.6% | -6.0% | +19.6% | +14.3% |
| YTD | +12.9% | +34.0% | -21.1% | +3.9% |
| 1Y | +17.2% | +35.6% | -18.3% | +6.9% |
| 3Y | +75.7% | +152.3% | -76.6% | +32.1% |
| 5Y | +75.4% | +264.4% | -188.9% | +14.5% |
| All | +297.8% | +1,516.3% | -1,218.5% | +85.4% |
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 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