-87.6%
XFOR vs VT
+69.4%
-157.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.2% | +1.1% |
| 7D | -8.6% | -4.2% | -4.5% | -2.4% |
| 30D | +10.8% | -5.8% | +16.6% | +21.6% |
| 3M | -26.0% | -5.2% | -20.8% | -19.3% |
| 6M | -26.9% | +0.1% | -27.0% | -26.6% |
| YTD | -23.3% | +8.2% | -31.5% | -31.7% |
| 1Y | -13.5% | +10.1% | -23.6% | -24.9% |
| All | -87.6% | +69.4% | -157.0% | -92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling