-90.9%
XHLD vs VT
+35.7%
-126.6%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -0.6% | +0.4% | -1.1% | -1.8% |
| 30D | +1,059.3% | +1.0% | +1,058.4% | +1,023.7% |
| 3M | +610.8% | +2.4% | +608.4% | +552.7% |
| 6M | +488.5% | +12.0% | +476.5% | +314.2% |
| YTD | +683.1% | +15.3% | +667.7% | +419.3% |
| 1Y | +100.7% | +22.6% | +78.1% | +15.6% |
| All | -90.9% | +35.7% | -126.6% | -94.6% |
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