+318.8%
VWO vs XPO
+12,104.1%
-11,785.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -1.7% | -1.3% | -0.4% | -1.6% |
| 30D | -0.3% | -10.4% | +10.1% | +1.0% |
| 3M | +4.0% | -15.7% | +19.7% | +6.0% |
| 6M | +8.1% | -6.3% | +14.4% | +8.7% |
| YTD | +11.6% | +34.2% | -22.5% | +6.9% |
| 1Y | +16.2% | +39.9% | -23.7% | +10.3% |
| 3Y | +63.3% | +155.2% | -92.0% | +40.1% |
| 5Y | +33.4% | +264.7% | -231.3% | +6.6% |
| 10Y | +113.3% | +1,500.1% | -1,386.7% | +40.5% |
| All | +318.8% | +12,104.1% | -11,785.3% | +121.0% |
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