+161.1%
VEA vs XHB
+215.4%
-54.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.4% |
| 7D | -1.5% | -4.6% | +3.2% | +0.6% |
| 30D | -0.8% | -9.1% | +8.3% | +3.4% |
| 3M | +2.5% | -8.6% | +11.0% | +6.1% |
| 6M | +11.1% | -4.0% | +15.2% | +12.4% |
| YTD | +17.2% | -3.9% | +21.1% | +18.1% |
| 1Y | +24.5% | -16.5% | +41.0% | +33.2% |
| 3Y | +75.4% | +22.6% | +52.9% | +52.8% |
| 5Y | +61.1% | +33.9% | +27.2% | +31.3% |
| All | +161.1% | +215.4% | -54.3% | +41.1% |
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