+116.7%
XTL vs VT
+66.2%
+50.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 3M | -12.9% | +2.4% | -15.3% | -15.1% |
| 6M | +9.0% | +12.0% | -3.0% | -4.3% |
| YTD | +37.1% | +15.3% | +21.7% | +16.2% |
| 1Y | +56.2% | +22.6% | +33.7% | +24.0% |
| 3Y | +177.2% | +74.7% | +102.5% | +49.6% |
| All | +116.7% | +66.2% | +50.5% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling