+402.8%
VUG vs XHB
+237.3%
+165.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.3% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -6.3% | +9.9% | -16.2% | -11.1% |
| 3M | -6.0% | -6.3% | +0.3% | -3.3% |
| 6M | -3.5% | +3.8% | -7.4% | -6.7% |
| YTD | +3.9% | +0.1% | +3.8% | +1.4% |
| 1Y | +5.1% | -0.8% | +5.9% | +2.9% |
| 3Y | +77.9% | +35.6% | +42.3% | +39.0% |
| 5Y | +62.4% | +29.6% | +32.9% | +27.5% |
| All | +402.8% | +237.3% | +165.5% | +128.0% |
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