+1,055.6%
VUG vs XHB
+172.3%
+883.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 3M | -6.0% | -6.3% | +0.3% | -3.7% |
| 6M | -3.5% | +3.8% | -7.4% | -6.2% |
| YTD | +3.9% | +0.1% | +3.8% | +2.0% |
| 1Y | +5.1% | -0.8% | +5.9% | +3.4% |
| 3Y | +77.9% | +35.6% | +42.3% | +47.3% |
| 5Y | +62.4% | +29.6% | +32.9% | +36.2% |
| 10Y | +399.4% | +237.5% | +161.9% | +166.9% |
| All | +1,055.6% | +172.3% | +883.3% | +423.2% |
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