-99.9%
XFOR vs VOO
+240.6%
-340.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.8% |
| 7D | -0.3% | -0.9% | +0.6% | +0.7% |
| 30D | +14.5% | -2.3% | +16.9% | +17.5% |
| 3M | -24.5% | -1.2% | -23.4% | -23.5% |
| 6M | -28.2% | +3.3% | -31.6% | -30.3% |
| YTD | -19.2% | +12.3% | -31.6% | -27.9% |
| 1Y | -8.5% | +12.5% | -21.0% | -18.2% |
| 3Y | -85.6% | +79.2% | -164.8% | -91.7% |
| 5Y | -97.7% | +75.7% | -173.4% | -98.6% |
| All | -99.9% | +240.6% | -340.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling