+65.3%
VYM vs XPO
+151.0%
-85.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.8% | -5.7% | +4.9% | 0.0% |
| 30D | -2.2% | -12.8% | +10.6% | -0.4% |
| 3M | +3.1% | -20.0% | +23.0% | +6.2% |
| 6M | +9.7% | -6.0% | +15.8% | +10.1% |
| YTD | +14.9% | +34.0% | -19.2% | +9.1% |
| 1Y | +17.6% | +35.6% | -18.0% | +11.1% |
| 3Y | +65.3% | +152.3% | -87.0% | +41.4% |
| All | +65.3% | +151.0% | -85.7% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling