+76.0%
VUG vs XPO
+262.4%
-186.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.3% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | -1.7% | -8.1% | +6.4% | +0.3% |
| 3M | +2.8% | -19.0% | +21.9% | +8.1% |
| 6M | +13.6% | -5.2% | +18.8% | +14.1% |
| YTD | +8.1% | +35.6% | -27.5% | -2.3% |
| 1Y | +13.1% | +41.1% | -28.0% | +0.2% |
| 3Y | +87.0% | +157.9% | -70.9% | +30.3% |
| 5Y | +76.0% | +265.6% | -189.7% | -0.7% |
| All | +76.0% | +262.4% | -186.5% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling