+13.8%
VRT vs XHB
+5.8%
+8.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.4% | -18.3% | -15.0% |
| 7D | -15.4% | +9.7% | -25.1% | -19.4% |
| 30D | -19.0% | +11.7% | -30.6% | -23.9% |
| 3M | -23.8% | -1.4% | -22.5% | -22.9% |
| 6M | -37.9% | +6.8% | -44.6% | -39.6% |
| YTD | +27.0% | +5.5% | +21.5% | +22.3% |
| 1Y | +13.8% | +5.1% | +8.7% | +10.5% |
| All | +13.8% | +5.8% | +8.0% | +10.5% |
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