-68.4%
VFC vs XHB
+28.9%
-97.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.8% |
| 30D | +25.5% | +9.9% | +15.5% | +14.2% |
| 3M | +41.3% | -6.3% | +47.6% | +50.0% |
| 6M | +22.2% | +3.8% | +18.4% | +17.5% |
| YTD | +16.4% | +0.1% | +16.3% | +15.3% |
| 1Y | +38.4% | -0.8% | +39.2% | +39.0% |
| 3Y | +56.2% | +35.6% | +20.6% | +20.3% |
| All | -68.4% | +28.9% | -97.3% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling