+2,545.5%
VRT vs XHB
+172.0%
+2,373.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -8.5% |
| 7D | +2.4% | -1.9% | +4.3% | +4.0% |
| 30D | -2.7% | -8.3% | +5.7% | +3.9% |
| 3M | -9.2% | -7.1% | -2.0% | -4.0% |
| 6M | -0.5% | -5.3% | +4.7% | +3.4% |
| YTD | +62.3% | -3.2% | +65.5% | +64.4% |
| 1Y | +109.6% | -13.9% | +123.4% | +130.9% |
| 3Y | +573.1% | +24.9% | +548.2% | +432.6% |
| 5Y | +953.6% | +34.5% | +919.1% | +690.7% |
| All | +2,545.5% | +172.0% | +2,373.5% | +1,074.1% |
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