+72.6%
XTL vs VT
+53.2%
+19.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.8% | -2.8% |
| 7D | -13.4% | -4.2% | -9.2% | -8.6% |
| 30D | -21.3% | -5.8% | -15.5% | -15.1% |
| 3M | -21.6% | -5.2% | -16.3% | -15.9% |
| 6M | -25.0% | +0.1% | -25.2% | -24.6% |
| YTD | +11.7% | +8.2% | +3.5% | +2.7% |
| 1Y | +13.9% | +10.1% | +3.8% | +2.9% |
| 3Y | +156.2% | +69.7% | +86.6% | +44.2% |
| 5Y | +72.6% | +53.4% | +19.2% | +9.1% |
| All | +72.6% | +53.2% | +19.4% | +9.1% |
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