+264.8%
XTL vs VT
+224.5%
+40.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.6% | +0.4% | -1.1% | -1.1% |
| 30D | -3.7% | +1.0% | -4.7% | -4.7% |
| 3M | -12.9% | +2.4% | -15.3% | -14.9% |
| 6M | +9.0% | +12.0% | -3.0% | -3.1% |
| YTD | +37.1% | +15.3% | +21.7% | +18.2% |
| 1Y | +56.2% | +22.6% | +33.7% | +26.8% |
| 3Y | +177.2% | +74.7% | +102.5% | +57.2% |
| 5Y | +114.9% | +66.1% | +48.7% | +28.5% |
| All | +264.8% | +224.5% | +40.4% | +11.0% |
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