+414.3%
VUG vs XHB
+215.4%
+198.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | -0.5% | -4.6% | +4.2% | +2.0% |
| 30D | -1.0% | -9.1% | +8.2% | +4.0% |
| 3M | +3.5% | -8.6% | +12.1% | +7.8% |
| 6M | +14.2% | -4.0% | +18.2% | +15.3% |
| YTD | +8.5% | -3.9% | +12.4% | +8.7% |
| 1Y | +12.9% | -16.5% | +29.3% | +21.6% |
| 3Y | +85.6% | +22.6% | +63.1% | +54.3% |
| 5Y | +78.1% | +33.9% | +44.2% | +37.7% |
| All | +414.3% | +215.4% | +198.9% | +146.6% |
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