+67.0%
VSH vs XHB
+34.8%
+32.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.9% |
| 7D | +3.5% | -1.9% | +5.4% | +5.1% |
| 30D | -4.4% | -8.3% | +3.9% | +2.4% |
| 3M | -45.8% | -7.1% | -38.7% | -42.7% |
| 6M | +90.1% | -5.3% | +95.4% | +97.3% |
| YTD | +120.3% | -3.2% | +123.5% | +122.6% |
| 1Y | +112.2% | -13.9% | +126.1% | +136.8% |
| 3Y | +36.6% | +24.9% | +11.7% | +16.6% |
| 5Y | +67.0% | +34.5% | +32.5% | +36.1% |
| All | +67.0% | +34.8% | +32.2% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling