-14.3%
VMC vs XHB
-16.2%
+1.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.8% |
| 7D | -3.7% | -5.2% | +1.5% | -0.3% |
| 30D | -12.8% | -12.1% | -0.6% | -5.2% |
| 3M | -7.9% | -6.2% | -1.7% | -4.2% |
| 6M | -7.5% | -6.7% | -0.8% | -3.8% |
| YTD | -11.6% | -5.5% | -6.2% | -7.8% |
| 1Y | -14.3% | -15.6% | +1.4% | -4.4% |
| All | -14.3% | -16.2% | +1.9% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling