+2,217.2%
VGT vs XHB
+163.2%
+2,054.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | +1.5% | -1.9% | +3.4% | +2.4% |
| 30D | +0.5% | -8.3% | +8.9% | +4.7% |
| 3M | +5.3% | -7.1% | +12.4% | +8.6% |
| 6M | +32.4% | -5.3% | +37.7% | +34.8% |
| YTD | +28.6% | -3.2% | +31.8% | +28.9% |
| 1Y | +37.6% | -13.9% | +51.5% | +45.4% |
| 3Y | +125.5% | +24.9% | +100.6% | +94.2% |
| 5Y | +135.2% | +34.5% | +100.7% | +94.1% |
| 10Y | +812.9% | +215.5% | +597.4% | +395.5% |
| All | +2,217.2% | +163.2% | +2,054.0% | +962.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling