-54.8%
XPOF vs VT
+66.2%
-121.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -9.6% | +0.4% | -10.0% | -10.2% |
| 30D | -26.9% | +1.0% | -27.9% | -28.3% |
| 3M | -10.4% | +2.4% | -12.8% | -14.5% |
| 6M | -11.2% | +12.0% | -23.2% | -26.7% |
| YTD | -40.3% | +15.3% | -55.7% | -52.8% |
| 1Y | -42.9% | +22.6% | -65.5% | -59.0% |
| 3Y | -78.0% | +74.7% | -152.6% | -91.1% |
| All | -54.8% | +66.2% | -121.0% | -76.2% |
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 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