+200.7%
XHB vs VIG
+655.8%
-455.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.2% | +3.5% | -3.7% | -5.0% |
| 30D | +9.9% | +4.9% | +5.0% | +2.8% |
| 3M | -6.3% | +2.5% | -8.8% | -9.3% |
| 6M | +3.8% | +11.0% | -7.2% | -10.1% |
| YTD | +0.1% | +16.0% | -15.8% | -18.1% |
| 1Y | -0.8% | +17.5% | -18.4% | -20.4% |
| 3Y | +35.6% | +67.0% | -31.4% | -33.4% |
| 5Y | +29.6% | +64.8% | -35.2% | -33.9% |
| 10Y | +237.5% | +263.6% | -26.1% | -45.1% |
| All | +200.7% | +655.8% | -455.1% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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