+219.8%
VT vs XHB
+271.6%
-51.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +0.9% |
| 7D | +0.4% | +1.3% | -1.0% | -0.3% |
| 30D | -2.6% | +11.8% | -14.4% | -7.8% |
| 3M | -3.2% | -3.8% | +0.6% | -1.9% |
| 6M | +0.9% | +4.1% | -3.2% | -1.9% |
| YTD | +11.3% | +4.0% | +7.4% | +7.5% |
| 1Y | +14.0% | +1.6% | +12.4% | +11.1% |
| 3Y | +75.8% | +43.2% | +32.7% | +38.9% |
| 5Y | +57.8% | +35.8% | +22.0% | +25.1% |
| 10Y | +219.8% | +259.3% | -39.5% | +50.0% |
| All | +219.8% | +271.6% | -51.8% | +50.0% |
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