+175.8%
VSH vs XHB
+210.4%
-34.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +1.0% |
| 7D | +3.1% | -5.2% | +8.3% | +7.9% |
| 30D | -5.7% | -12.1% | +6.4% | +5.0% |
| 3M | -42.5% | -6.2% | -36.3% | -39.6% |
| 6M | +82.7% | -6.7% | +89.4% | +92.5% |
| YTD | +118.2% | -5.5% | +123.7% | +125.3% |
| 1Y | +109.7% | -15.6% | +125.3% | +139.2% |
| 3Y | +35.3% | +22.0% | +13.3% | +14.4% |
| 5Y | +65.6% | +31.8% | +33.8% | +28.4% |
| All | +175.8% | +210.4% | -34.6% | +4.9% |
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