+392.6%
XTL vs VT
+363.5%
+29.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.7% |
| 6M | +9.0% | +12.0% | -3.0% | -2.1% |
| YTD | +37.1% | +15.3% | +21.7% | +19.6% |
| 1Y | +56.2% | +22.6% | +33.7% | +29.0% |
| 3Y | +177.2% | +74.7% | +102.5% | +64.5% |
| 5Y | +114.9% | +66.1% | +48.7% | +34.2% |
| 10Y | +267.2% | +225.0% | +42.2% | +26.7% |
| All | +392.6% | +363.5% | +29.1% | +27.4% |
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 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