+424.9%
HXL vs VT
+374.2%
+50.7%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.0% | +0.4% | -3.5% | -3.6% |
| 30D | -11.7% | +1.0% | -12.7% | -12.8% |
| 3M | +2.9% | +2.4% | +0.5% | -0.5% |
| 6M | +0.8% | +12.0% | -11.2% | -13.2% |
| YTD | +25.2% | +15.3% | +9.9% | +3.6% |
| 1Y | +44.6% | +22.6% | +22.0% | +10.5% |
| 3Y | +27.9% | +74.7% | -46.8% | -38.3% |
| 5Y | +69.6% | +66.1% | +3.4% | -12.1% |
| 10Y | +117.2% | +225.0% | -107.8% | -51.1% |
| All | +424.9% | +374.2% | +50.7% | -16.9% |
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