+202.5%
XHB vs VIG
+623.5%
-421.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.6% |
| 7D | -1.3% | -0.4% | -0.9% | -0.7% |
| 30D | -6.9% | -1.0% | -5.9% | -5.6% |
| 3M | -1.3% | +2.8% | -4.0% | -4.8% |
| 6M | -6.8% | +8.2% | -15.0% | -16.1% |
| YTD | +0.7% | +11.0% | -10.3% | -12.5% |
| 1Y | -11.2% | +16.1% | -27.4% | -27.6% |
| 3Y | +25.3% | +56.2% | -30.8% | -32.3% |
| 5Y | +37.3% | +63.0% | -25.7% | -28.9% |
| 10Y | +211.5% | +241.4% | -29.9% | -44.6% |
| All | +202.5% | +623.5% | -421.1% | -80.2% |
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