+2,723.0%
VRT vs XHB
+183.0%
+2,540.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +3.6% |
| 7D | +9.1% | -1.3% | +10.4% | +10.2% |
| 30D | +0.9% | -6.9% | +7.8% | +6.4% |
| 3M | -13.4% | -1.3% | -12.1% | -12.8% |
| 6M | +11.7% | -6.8% | +18.5% | +17.5% |
| YTD | +73.2% | +0.7% | +72.5% | +70.2% |
| 1Y | +123.4% | -11.2% | +134.7% | +140.2% |
| 3Y | +606.2% | +25.3% | +580.8% | +458.2% |
| 5Y | +899.9% | +37.3% | +862.6% | +636.7% |
| All | +2,723.0% | +183.0% | +2,540.0% | +1,115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling