+1,205.2%
VST vs XHB
+271.6%
+933.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.6% | +3.7% | +5.5% |
| 7D | -0.5% | +1.3% | -1.8% | -1.7% |
| 30D | -17.1% | +11.8% | -28.9% | -22.3% |
| 3M | -4.6% | -3.8% | -0.8% | -3.6% |
| 6M | -9.1% | +4.1% | -13.2% | -12.2% |
| YTD | -16.6% | +4.0% | -20.6% | -19.7% |
| 1Y | -29.5% | +1.6% | -31.0% | -31.5% |
| 3Y | +297.5% | +43.2% | +254.4% | +218.2% |
| 5Y | +654.5% | +35.8% | +618.7% | +503.6% |
| 10Y | +1,205.2% | +259.3% | +946.0% | +505.1% |
| All | +1,205.2% | +271.6% | +933.6% | +505.1% |
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 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