-99.9%
XFOR vs VT
+153.1%
-253.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.2% | -0.4% |
| 7D | -8.6% | -4.2% | -4.5% | -3.8% |
| 30D | +10.8% | -5.8% | +16.6% | +19.1% |
| 3M | -26.0% | -5.2% | -20.8% | -20.9% |
| 6M | -26.9% | +0.1% | -27.0% | -26.5% |
| YTD | -23.3% | +8.2% | -31.5% | -29.5% |
| 1Y | -13.5% | +10.1% | -23.6% | -22.0% |
| 3Y | -89.2% | +69.7% | -158.8% | -93.8% |
| 5Y | -97.9% | +53.4% | -151.3% | -98.7% |
| All | -99.9% | +153.1% | -253.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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