-99.2%
XHLD vs VT
+31.8%
-131.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -3.1% |
| 7D | +37.6% | -0.7% | +38.3% | +44.7% |
| 30D | +95.9% | -1.7% | +97.6% | +112.7% |
| 3M | -75.9% | -2.3% | -73.6% | -67.0% |
| 6M | -32.8% | +1.5% | -34.3% | -19.2% |
| YTD | -27.1% | +12.0% | -39.2% | -33.3% |
| 1Y | -79.5% | +12.9% | -92.3% | -81.4% |
| All | -99.2% | +31.8% | -131.0% | -99.3% |
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