-100.0%
XHG vs VT
+135.7%
-235.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.7% | -7.0% |
| 7D | -12.5% | +1.0% | -13.5% | -13.0% |
| 30D | +216.5% | -0.2% | +216.7% | +217.4% |
| 3M | +219.8% | +4.5% | +215.2% | +213.3% |
| 6M | +296.1% | +14.1% | +282.1% | +272.9% |
| YTD | +260.3% | +14.8% | +245.6% | +238.8% |
| 1Y | +228.0% | +21.2% | +206.8% | +202.3% |
| 3Y | -99.9% | +76.6% | -176.5% | -99.9% |
| 5Y | -100.0% | +66.6% | -166.6% | -100.0% |
| All | -100.0% | +135.7% | -235.7% | -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