+1,855.0%
VRT vs XHB
+184.4%
+1,670.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.1% |
| 7D | -17.7% | +1.2% | -18.9% | -18.7% |
| 30D | -20.0% | +8.9% | -28.9% | -26.0% |
| 3M | -28.1% | -4.2% | -23.9% | -26.7% |
| 6M | -42.8% | +1.4% | -44.2% | -44.4% |
| YTD | +20.0% | +1.2% | +18.7% | +16.1% |
| 1Y | +3.5% | -1.3% | +4.8% | +1.9% |
| 3Y | +366.1% | +36.6% | +329.6% | +239.2% |
| 5Y | +632.2% | +34.3% | +597.9% | +440.4% |
| All | +1,855.0% | +184.4% | +1,670.6% | +729.1% |
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