-35.7%
XIFR vs VT
+238.2%
-273.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.6% | +0.4% | +3.1% | +3.1% |
| 30D | +5.1% | +1.0% | +4.1% | +4.1% |
| 3M | -0.1% | +2.4% | -2.5% | -2.4% |
| 6M | +18.4% | +12.0% | +6.4% | +5.8% |
| YTD | +21.4% | +15.3% | +6.1% | +5.4% |
| 1Y | +18.1% | +22.6% | -4.5% | -3.4% |
| 3Y | -70.7% | +74.7% | -145.3% | -82.9% |
| 5Y | -80.5% | +66.1% | -146.6% | -88.2% |
| 10Y | -35.0% | +225.0% | -260.0% | -80.8% |
| All | -35.7% | +238.2% | -273.9% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling