+181.8%
VFC vs XHB
+172.3%
+9.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.8% |
| 7D | +1.6% | -0.2% | +1.8% | +1.8% |
| 30D | +25.5% | +9.9% | +15.5% | +18.3% |
| 3M | +41.3% | -6.3% | +47.6% | +47.1% |
| 6M | +22.2% | +3.8% | +18.4% | +19.7% |
| YTD | +16.4% | +0.1% | +16.3% | +16.8% |
| 1Y | +38.4% | -0.8% | +39.2% | +40.2% |
| 3Y | +56.2% | +35.6% | +20.6% | +36.2% |
| 5Y | -68.2% | +29.6% | -97.7% | -71.6% |
| 10Y | -48.4% | +237.5% | -285.9% | -72.5% |
| All | +181.8% | +172.3% | +9.5% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling