+76.0%
VUG vs XHB
+34.8%
+41.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | +0.1% | -1.9% | +2.0% | +1.0% |
| 30D | -1.7% | -8.3% | +6.6% | +2.5% |
| 3M | +2.8% | -7.1% | +10.0% | +6.0% |
| 6M | +13.6% | -5.3% | +18.9% | +15.4% |
| YTD | +8.1% | -3.2% | +11.3% | +7.8% |
| 1Y | +13.1% | -13.9% | +26.9% | +19.6% |
| 3Y | +87.0% | +24.9% | +62.0% | +49.4% |
| 5Y | +76.0% | +34.5% | +41.5% | +29.6% |
| All | +76.0% | +34.8% | +41.1% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling