+1,250.4%
VUG vs XPO
+5,031.7%
-3,781.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -5.0% | -1.1% |
| 7D | -0.1% | +2.4% | -2.5% | -0.4% |
| 30D | -0.3% | -3.5% | +3.2% | +0.1% |
| 3M | -0.7% | -11.9% | +11.2% | +0.7% |
| 6M | +14.6% | -10.0% | +24.6% | +15.7% |
| YTD | +9.0% | +42.1% | -33.1% | +3.5% |
| 1Y | +14.9% | +47.6% | -32.7% | +8.1% |
| 3Y | +86.0% | +153.6% | -67.5% | +61.1% |
| 5Y | +76.7% | +266.5% | -189.8% | +43.4% |
| 10Y | +411.3% | +1,460.4% | -1,049.1% | +257.8% |
| All | +1,250.4% | +5,031.7% | -3,781.3% | +742.4% |
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