+64.2%
XTJL vs VT
+67.5%
-3.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.2% |
| 7D | -0.7% | -0.7% | -0.1% | -0.2% |
| 30D | -1.3% | -1.7% | +0.4% | +0.1% |
| 3M | +0.9% | -2.3% | +3.2% | +2.8% |
| 6M | +4.4% | +1.5% | +2.9% | +2.6% |
| YTD | +9.3% | +12.0% | -2.7% | -1.7% |
| 1Y | +11.1% | +12.9% | -1.7% | -0.8% |
| 3Y | +53.4% | +74.9% | -21.5% | -8.5% |
| 5Y | +55.6% | +59.9% | -4.3% | -1.3% |
| All | +64.2% | +67.5% | -3.3% | +0.6% |
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