+402.8%
VUG vs XPO
+1,266.4%
-863.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.5% |
| 7D | +2.5% | +9.0% | -6.5% | +0.4% |
| 30D | -6.3% | +4.2% | -10.4% | -7.3% |
| 3M | -6.0% | -8.7% | +2.6% | -4.2% |
| 6M | -3.5% | -2.8% | -0.8% | -3.6% |
| YTD | +3.9% | +41.9% | -37.9% | -6.5% |
| 1Y | +5.1% | +42.3% | -37.2% | -5.8% |
| 3Y | +77.9% | +127.3% | -49.4% | +35.2% |
| 5Y | +62.4% | +306.4% | -244.0% | +0.4% |
| All | +402.8% | +1,266.4% | -863.5% | +142.2% |
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