-90.8%
XHLD vs VT
+35.0%
-125.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.7% |
| 7D | -0.4% | +1.0% | -1.4% | -2.8% |
| 30D | +364.4% | -0.2% | +364.6% | +367.9% |
| 3M | +638.6% | +4.5% | +634.0% | +548.8% |
| 6M | +445.3% | +14.1% | +431.3% | +262.7% |
| YTD | +694.9% | +14.8% | +680.2% | +433.3% |
| 1Y | +115.6% | +21.2% | +94.4% | +27.8% |
| All | -90.8% | +35.0% | -125.8% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling