-100.0%
XHG vs VT
+136.9%
-236.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -2.9% | +0.4% | -3.4% | -3.2% |
| 30D | +247.7% | +1.0% | +246.7% | +246.6% |
| 3M | +221.4% | +2.4% | +219.0% | +218.0% |
| 6M | +289.4% | +12.0% | +277.4% | +269.7% |
| YTD | +288.5% | +15.3% | +273.2% | +264.3% |
| 1Y | +236.7% | +22.6% | +214.1% | +208.6% |
| 3Y | -99.9% | +74.7% | -174.6% | -99.9% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| All | -100.0% | +136.9% | -236.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling