-50.2%
VFC vs XHB
+234.8%
-285.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.2% | -1.5% |
| 7D | -1.4% | -2.4% | +1.0% | +0.6% |
| 30D | +24.6% | +7.1% | +17.6% | +17.2% |
| 3M | +38.4% | -6.0% | +44.4% | +45.7% |
| 6M | +15.3% | +2.1% | +13.2% | +13.2% |
| YTD | +12.7% | -0.6% | +13.3% | +13.0% |
| 1Y | +32.7% | -3.3% | +36.0% | +36.7% |
| 3Y | +43.7% | +34.1% | +9.6% | +16.5% |
| 5Y | -69.2% | +28.6% | -97.8% | -74.6% |
| All | -50.2% | +234.8% | -285.1% | -81.2% |
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