-46.6%
VG vs XHB
-6.3%
-40.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +5.5% | -4.1% | +9.6% | +4.1% |
| 30D | -3.6% | +9.6% | -13.2% | -0.7% |
| 3M | -4.0% | -6.0% | +2.0% | -4.5% |
| 6M | +9.4% | +2.2% | +7.2% | +9.9% |
| YTD | +86.6% | +1.1% | +85.5% | +85.1% |
| 1Y | +69.5% | -1.7% | +71.2% | +70.1% |
| All | -46.6% | -6.3% | -40.3% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling