+111.1%
VSH vs XHB
+237.3%
-126.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -5.0% | -4.8% |
| 7D | +14.3% | -0.2% | +14.6% | +14.8% |
| 30D | -7.9% | +9.9% | -17.8% | -15.8% |
| 3M | -19.9% | -6.3% | -13.6% | -16.2% |
| 6M | -30.5% | +3.8% | -34.4% | -33.4% |
| YTD | +85.7% | +0.1% | +85.5% | +81.1% |
| 1Y | +98.9% | -0.8% | +99.7% | +95.8% |
| 3Y | +32.1% | +35.6% | -3.5% | +1.6% |
| 5Y | +39.7% | +29.6% | +10.1% | +9.5% |
| All | +111.1% | +237.3% | -126.2% | -27.5% |
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 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