+183.8%
VXUS vs XPO
+4,584.0%
-4,400.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -0.2% |
| 7D | +1.0% | +2.4% | -1.4% | +0.6% |
| 30D | +2.2% | -3.5% | +5.7% | +2.7% |
| 3M | +3.0% | -11.9% | +14.9% | +4.9% |
| 6M | +10.7% | -10.0% | +20.6% | +12.0% |
| YTD | +17.8% | +42.1% | -24.2% | +10.3% |
| 1Y | +27.6% | +47.6% | -20.0% | +18.1% |
| 3Y | +73.3% | +153.6% | -80.3% | +41.8% |
| 5Y | +54.3% | +266.5% | -212.2% | +14.4% |
| 10Y | +149.8% | +1,460.4% | -1,310.6% | +42.2% |
| All | +183.8% | +4,584.0% | -4,400.2% | +31.0% |
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