+130.8%
VTR vs XPO
+151.2%
-20.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.8% |
| 30D | +4.0% | -10.4% | +14.4% | +4.6% |
| 3M | +7.8% | -15.7% | +23.5% | +8.8% |
| 6M | +6.4% | -6.3% | +12.7% | +6.5% |
| YTD | +18.3% | +34.2% | -15.8% | +16.3% |
| 1Y | +33.9% | +39.9% | -6.0% | +31.0% |
| All | +130.8% | +151.2% | -20.4% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling