-69.9%
VFC vs XHB
+210.4%
-280.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | +0.5% |
| 7D | -3.3% | -5.2% | +2.0% | +1.4% |
| 30D | -14.0% | -12.1% | -1.9% | -3.8% |
| 3M | -22.6% | -6.2% | -16.3% | -17.7% |
| 6M | -24.7% | -6.7% | -18.0% | -19.9% |
| YTD | -29.0% | -5.5% | -23.5% | -25.5% |
| 1Y | -13.8% | -15.6% | +1.9% | +0.4% |
| 3Y | -28.2% | +22.0% | -50.2% | -37.2% |
| 5Y | -79.0% | +31.8% | -110.8% | -82.9% |
| All | -69.9% | +210.4% | -280.3% | -87.5% |
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