-100.0%
XHG vs VT
+128.6%
-228.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +0.1% |
| 7D | +8.6% | +0.4% | +8.3% | +8.4% |
| 30D | +49.1% | -2.6% | +51.7% | +51.1% |
| 3M | +250.5% | -3.2% | +253.8% | +257.2% |
| 6M | +228.5% | +0.9% | +227.6% | +228.1% |
| YTD | +299.1% | +11.3% | +287.8% | +281.3% |
| 1Y | +314.6% | +14.0% | +300.6% | +292.7% |
| 3Y | -99.9% | +75.8% | -175.7% | -99.9% |
| 5Y | -100.0% | +57.8% | -157.8% | -100.0% |
| All | -100.0% | +128.6% | -228.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling