+55.4%
VXUS vs XPO
+271.9%
-216.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +1.6% | +2.7% | -1.1% | +1.1% |
| 30D | +1.0% | -6.2% | +7.2% | +2.0% |
| 3M | +5.7% | -15.4% | +21.1% | +8.5% |
| 6M | +13.6% | +0.7% | +12.8% | +12.9% |
| YTD | +17.4% | +39.8% | -22.4% | +10.0% |
| 1Y | +25.1% | +43.3% | -18.2% | +16.1% |
| 3Y | +75.8% | +166.0% | -90.2% | +38.9% |
| 5Y | +55.4% | +274.2% | -218.8% | +6.6% |
| All | +55.4% | +271.9% | -216.6% | +6.6% |
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