+63.5%
XTJL vs VT
+66.0%
-2.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | +2.5% | +2.4% | +0.1% | +0.5% |
| 30D | -0.7% | -1.5% | +0.8% | +0.5% |
| 3M | -0.1% | -4.1% | +4.0% | +3.5% |
| 6M | +3.9% | +0.6% | +3.3% | +3.0% |
| YTD | +8.8% | +11.0% | -2.2% | -1.4% |
| 1Y | +11.6% | +13.3% | -1.8% | -0.8% |
| 3Y | +52.7% | +73.4% | -20.7% | -8.2% |
| 5Y | +54.3% | +57.4% | -3.1% | -0.9% |
| All | +63.5% | +66.0% | -2.5% | +1.0% |
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