+790.3%
VLO vs XHB
+237.3%
+553.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | +9.6% | -0.2% | +9.8% | +9.7% |
| 30D | -17.4% | +9.9% | -27.3% | -22.1% |
| 3M | +10.8% | -6.3% | +17.1% | +13.3% |
| 6M | +56.9% | +3.8% | +53.1% | +49.0% |
| YTD | +136.8% | +0.1% | +136.6% | +124.3% |
| 1Y | +120.7% | -0.8% | +121.5% | +109.7% |
| 3Y | +231.9% | +35.6% | +196.3% | +146.0% |
| 5Y | +479.0% | +29.6% | +449.5% | +325.2% |
| All | +790.3% | +237.3% | +553.0% | +165.8% |
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