+5.1%
VUG vs XHB
-2.2%
+7.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -6.3% | +9.9% | -16.2% | -8.3% |
| 3M | -6.0% | -6.3% | +0.3% | -4.5% |
| 6M | -3.5% | +3.8% | -7.4% | -4.6% |
| YTD | +3.9% | +0.1% | +3.8% | +2.2% |
| 1Y | +5.1% | -0.8% | +5.9% | +3.5% |
| All | +5.1% | -2.2% | +7.3% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling