-89.7%
XHLD vs VT
+34.1%
-123.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.6% | +12.7% | +13.5% |
| 7D | +13.7% | -0.1% | +13.9% | +13.8% |
| 30D | +237.9% | -0.7% | +238.6% | +243.9% |
| 3M | +775.8% | +4.0% | +771.8% | +676.9% |
| 6M | +521.9% | +12.3% | +509.6% | +331.6% |
| YTD | +790.7% | +14.0% | +776.7% | +505.3% |
| 1Y | +116.3% | +20.3% | +96.0% | +30.2% |
| All | -89.7% | +34.1% | -123.8% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling