+1,216.9%
VST vs XHB
+232.9%
+984.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.0% |
| 3M | -2.7% | -1.3% | -1.5% | -2.6% |
| 6M | -8.4% | -6.8% | -1.6% | -5.8% |
| YTD | -7.2% | +0.7% | -7.9% | -8.3% |
| 1Y | -20.9% | -11.2% | -9.7% | -17.2% |
| 3Y | +384.0% | +25.3% | +358.7% | +317.6% |
| 5Y | +757.1% | +37.3% | +719.7% | +586.3% |
| All | +1,216.9% | +232.9% | +984.0% | +508.1% |
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 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