+127.3%
XPO vs VCLT
+14.4%
+112.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.5% |
| 7D | +9.0% | -2.3% | +11.2% | +10.5% |
| 30D | +4.2% | +0.8% | +3.4% | +3.7% |
| 3M | -8.7% | -2.7% | -6.0% | -7.1% |
| 6M | -2.8% | -4.3% | +1.5% | 0.0% |
| YTD | +41.9% | -4.3% | +46.2% | +46.0% |
| 1Y | +42.3% | -4.4% | +46.7% | +46.5% |
| 3Y | +127.3% | +13.8% | +113.5% | +112.4% |
| All | +127.3% | +14.4% | +112.9% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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