-99.8%
XFOR vs VT
+169.7%
-269.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.6% |
| 30D | -2.7% | +1.0% | -3.6% | -3.7% |
| 3M | +0.7% | +2.4% | -1.6% | -1.6% |
| 6M | +15.4% | +12.0% | +3.4% | +1.6% |
| YTD | +1.0% | +15.3% | -14.3% | -14.2% |
| 1Y | +11.0% | +22.6% | -11.6% | -11.9% |
| 3Y | -89.6% | +74.7% | -164.3% | -94.3% |
| 5Y | -97.4% | +66.1% | -163.5% | -98.5% |
| All | -99.8% | +169.7% | -269.5% | -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