+117.9%
XJR vs VT
+123.6%
-5.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +1.9% | +2.4% | -0.4% | -0.7% |
| 30D | +4.1% | -1.5% | +5.6% | +5.8% |
| 3M | -5.9% | -4.1% | -1.7% | -1.5% |
| 6M | +5.1% | +0.6% | +4.5% | +4.1% |
| YTD | +17.5% | +11.0% | +6.5% | +4.0% |
| 1Y | +21.7% | +13.3% | +8.4% | +5.3% |
| 3Y | +60.1% | +73.4% | -13.3% | -13.2% |
| 5Y | +25.7% | +57.4% | -31.8% | -23.2% |
| All | +117.9% | +123.6% | -5.7% | -8.8% |
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