+215.6%
VSH vs XHB
+173.9%
+41.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.5% | +3.7% |
| 7D | +4.1% | -1.3% | +5.3% | +5.1% |
| 30D | -4.2% | -6.9% | +2.7% | +1.0% |
| 3M | -50.0% | -1.3% | -48.7% | -49.6% |
| 6M | +80.2% | -6.8% | +87.0% | +89.2% |
| YTD | +121.1% | +0.7% | +120.4% | +117.9% |
| 1Y | +112.0% | -11.2% | +123.2% | +129.7% |
| 3Y | +22.5% | +25.3% | -2.8% | +5.0% |
| 5Y | +64.0% | +37.3% | +26.7% | +29.2% |
| 10Y | +170.4% | +211.5% | -41.1% | +20.1% |
| All | +215.6% | +173.9% | +41.7% | +5.7% |
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 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