+373.4%
VST vs XHB
+26.1%
+347.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +3.0% |
| 7D | +8.9% | -1.3% | +10.2% | +9.6% |
| 30D | +6.2% | -6.9% | +13.1% | +10.1% |
| 3M | -2.7% | -1.3% | -1.5% | -2.7% |
| 6M | -8.4% | -6.8% | -1.6% | -5.9% |
| YTD | -7.2% | +0.7% | -7.9% | -8.4% |
| 1Y | -20.9% | -11.2% | -9.7% | -16.9% |
| All | +373.4% | +26.1% | +347.3% | +308.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling