-66.4%
XPOF vs VT
+69.6%
-136.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.4% |
| 7D | -16.3% | -1.1% | -15.2% | -14.7% |
| 30D | -16.5% | -1.0% | -15.5% | -15.1% |
| 3M | -35.4% | +3.2% | -38.5% | -38.9% |
| 6M | -31.8% | +12.5% | -44.3% | -44.0% |
| YTD | -50.1% | +14.1% | -64.1% | -59.7% |
| 1Y | -53.0% | +18.9% | -71.9% | -64.6% |
| 3Y | -78.6% | +74.1% | -152.7% | -91.3% |
| 5Y | -61.9% | +66.9% | -128.7% | -80.5% |
| All | -66.4% | +69.6% | -136.1% | -82.7% |
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 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