+488.7%
VYM vs XPO
+10,966.3%
-10,477.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +3.1% | -20.0% | +23.0% | +6.1% |
| 6M | +9.7% | -6.0% | +15.8% | +10.2% |
| YTD | +14.9% | +34.0% | -19.2% | +9.5% |
| 1Y | +17.6% | +35.6% | -18.0% | +11.5% |
| 3Y | +65.3% | +152.3% | -87.0% | +40.6% |
| 5Y | +78.7% | +264.4% | -185.6% | +40.5% |
| 10Y | +208.2% | +1,498.6% | -1,290.4% | +97.9% |
| All | +488.7% | +10,966.3% | -10,477.6% | +193.9% |
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