+301.5%
XTL vs VT
+335.0%
-33.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.8% | -3.7% |
| 7D | -13.4% | -4.2% | -9.2% | -9.5% |
| 30D | -21.3% | -5.8% | -15.5% | -16.2% |
| 3M | -21.6% | -5.2% | -16.3% | -16.9% |
| 6M | -25.0% | +0.1% | -25.2% | -24.6% |
| YTD | +11.7% | +8.2% | +3.5% | +4.3% |
| 1Y | +13.9% | +10.1% | +3.8% | +4.8% |
| 3Y | +156.2% | +69.7% | +86.6% | +57.3% |
| 5Y | +72.6% | +53.4% | +19.2% | +17.0% |
| 10Y | +204.7% | +219.2% | -14.5% | +8.2% |
| All | +301.5% | +335.0% | -33.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling