-99.9%
XFOR price history and return analytics
+160.3%
-260.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +1.6% |
| 7D | -0.6% | +0.4% | -1.0% | -0.9% |
| 30D | +14.4% | -2.6% | +17.0% | +18.2% |
| 3M | -28.2% | -3.2% | -25.0% | -25.2% |
| 6M | -24.8% | +0.9% | -25.8% | -25.2% |
| YTD | -16.8% | +11.3% | -28.1% | -26.0% |
| 1Y | -10.2% | +14.0% | -24.2% | -22.3% |
| 3Y | -85.9% | +75.8% | -161.8% | -92.3% |
| 5Y | -97.9% | +57.8% | -155.7% | -98.7% |
| All | -99.9% | +160.3% | -260.2% | -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