-49.4%
VG vs XHB
-6.2%
-43.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +0.9% |
| 7D | -7.7% | +1.2% | -8.9% | -7.2% |
| 30D | -8.8% | +8.9% | -17.7% | -6.3% |
| 3M | -15.6% | -4.2% | -11.5% | -15.7% |
| 6M | +5.2% | +1.4% | +3.9% | +5.9% |
| YTD | +76.9% | +1.2% | +75.7% | +75.5% |
| 1Y | +42.5% | -1.3% | +43.8% | +42.7% |
| All | -49.4% | -6.2% | -43.2% | -57.0% |
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