+8.6%
VRT vs XHB
-1.6%
+10.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.8% |
| 7D | -17.7% | +1.2% | -18.9% | -18.0% |
| 30D | -20.0% | +8.9% | -28.9% | -24.0% |
| 3M | -28.1% | -4.2% | -23.9% | -26.1% |
| 6M | -42.8% | +1.4% | -44.2% | -43.0% |
| YTD | +20.0% | +1.2% | +18.7% | +18.2% |
| All | +8.6% | -1.6% | +10.2% | +8.7% |
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