-62.0%
XPOF vs VT
+61.3%
-123.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +4.9% |
| 7D | +4.3% | -2.3% | +6.6% | +7.6% |
| 30D | -4.1% | -5.0% | +0.8% | +2.6% |
| 3M | -26.9% | -4.9% | -22.0% | -21.9% |
| 6M | -29.9% | -1.5% | -28.3% | -29.5% |
| YTD | -43.5% | +8.5% | -52.0% | -51.2% |
| 1Y | -26.2% | +11.4% | -37.6% | -38.8% |
| 3Y | -67.8% | +70.1% | -137.9% | -86.6% |
| 5Y | -74.9% | +53.7% | -128.7% | -84.9% |
| All | -62.0% | +61.3% | -123.4% | -79.0% |
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