+47.7%
VMC vs XHB
+34.8%
+12.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -2.3% |
| 7D | -5.3% | -1.9% | -3.4% | -4.2% |
| 30D | -12.3% | -8.3% | -3.9% | -7.4% |
| 3M | -10.3% | -7.1% | -3.1% | -6.2% |
| 6M | -8.6% | -5.3% | -3.3% | -5.8% |
| YTD | -11.9% | -3.2% | -8.7% | -10.4% |
| 1Y | -13.9% | -13.9% | -0.1% | -6.3% |
| 3Y | +18.2% | +24.9% | -6.8% | -1.5% |
| 5Y | +47.7% | +34.5% | +13.2% | +13.8% |
| All | +47.7% | +34.8% | +12.9% | +13.8% |
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 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