-99.9%
XFOR price history and return analytics
+153.7%
-253.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.3% |
| 7D | -5.1% | -2.3% | -2.8% | -2.3% |
| 30D | +13.2% | -5.0% | +18.1% | +20.4% |
| 3M | -23.7% | -4.9% | -18.9% | -18.8% |
| 6M | -27.4% | -1.5% | -25.9% | -25.6% |
| YTD | -20.5% | +8.5% | -29.0% | -27.2% |
| 1Y | -9.3% | +11.4% | -20.6% | -19.2% |
| 3Y | -87.2% | +70.1% | -157.2% | -92.7% |
| 5Y | -97.9% | +53.7% | -151.6% | -98.6% |
| All | -99.9% | +153.7% | -253.6% | -100.0% |
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 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