+1,030.3%
VTI vs XPO
+9,839.2%
-8,808.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | -0.2% |
| 7D | -0.4% | -0.9% | +0.6% | -0.3% |
| 30D | -1.6% | -8.1% | +6.5% | -0.7% |
| 3M | +3.6% | -19.0% | +22.6% | +5.9% |
| 6M | +13.0% | -5.2% | +18.2% | +13.3% |
| YTD | +12.7% | +35.6% | -22.9% | +8.2% |
| 1Y | +18.4% | +41.1% | -22.7% | +12.8% |
| 3Y | +76.4% | +157.9% | -81.5% | +55.0% |
| 5Y | +73.7% | +265.6% | -191.9% | +44.1% |
| 10Y | +302.5% | +1,516.8% | -1,214.3% | +191.6% |
| All | +1,030.3% | +9,839.2% | -8,808.8% | +634.4% |
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