+1,069.2%
VUG vs XHB
+175.0%
+894.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -1.1% | -4.1% | +3.0% | +0.9% |
| 30D | -7.0% | +9.6% | -16.6% | -11.1% |
| 3M | -3.7% | -6.0% | +2.3% | -1.4% |
| 6M | -1.6% | +2.2% | -3.8% | -3.6% |
| YTD | +5.1% | +1.1% | +4.0% | +2.7% |
| 1Y | +3.8% | -1.7% | +5.5% | +2.6% |
| 3Y | +79.9% | +36.5% | +43.4% | +48.6% |
| 5Y | +66.4% | +33.5% | +32.9% | +37.7% |
| 10Y | +405.3% | +240.9% | +164.4% | +168.8% |
| All | +1,069.2% | +175.0% | +894.2% | +427.0% |
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 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