-97.9%
XFOR vs VT
+57.9%
-155.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -2.5% | -1.6% | -0.9% | -0.2% |
| 30D | +12.0% | -2.5% | +14.5% | +16.2% |
| 3M | -22.5% | -1.3% | -21.2% | -20.7% |
| 6M | -24.3% | +3.1% | -27.4% | -27.2% |
| YTD | -20.7% | +10.9% | -31.7% | -31.4% |
| 1Y | -22.5% | +12.1% | -34.6% | -33.7% |
| 3Y | -88.8% | +73.9% | -162.7% | -94.6% |
| All | -97.9% | +57.9% | -155.8% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling