+476.5%
V vs XHB
+234.8%
+241.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.2% |
| 7D | -0.4% | -2.4% | +2.1% | +0.7% |
| 30D | +6.3% | +7.1% | -0.8% | +2.8% |
| 3M | +17.2% | -6.0% | +23.1% | +20.2% |
| 6M | +29.2% | +2.1% | +27.2% | +26.5% |
| YTD | +20.8% | -0.6% | +21.4% | +18.2% |
| 1Y | +25.0% | -3.3% | +28.3% | +23.8% |
| 3Y | +75.3% | +34.1% | +41.2% | +38.4% |
| 5Y | +105.8% | +28.6% | +77.2% | +62.3% |
| All | +476.5% | +234.8% | +241.7% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling