+800.0%
VGT vs XHB
+215.4%
+584.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.3% |
| 7D | -0.2% | -4.6% | +4.5% | +2.5% |
| 30D | -0.4% | -9.1% | +8.7% | +5.0% |
| 3M | +4.4% | -8.6% | +13.0% | +9.2% |
| 6M | +32.1% | -4.0% | +36.1% | +33.6% |
| YTD | +28.8% | -3.9% | +32.7% | +29.3% |
| 1Y | +35.3% | -16.5% | +51.8% | +47.0% |
| 3Y | +124.8% | +22.6% | +102.2% | +85.6% |
| 5Y | +137.9% | +33.9% | +104.0% | +82.2% |
| All | +800.0% | +215.4% | +584.6% | +314.3% |
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