+182.9%
XTL vs VT
+75.0%
+107.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.6% | +0.4% | -1.1% | -1.2% |
| 30D | -3.7% | +1.0% | -4.7% | -5.0% |
| 3M | -12.9% | +2.4% | -15.3% | -15.4% |
| 6M | +9.0% | +12.0% | -3.0% | -5.8% |
| YTD | +37.1% | +15.3% | +21.7% | +14.0% |
| 1Y | +56.2% | +22.6% | +33.7% | +20.8% |
| All | +182.9% | +75.0% | +107.9% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling