+222.5%
VT vs XHB
+211.6%
+10.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | +0.4% | -1.3% | +1.7% | +1.0% |
| 30D | +1.0% | -6.9% | +7.9% | +4.3% |
| 3M | +2.4% | -1.3% | +3.6% | +2.4% |
| 6M | +12.0% | -6.8% | +18.8% | +14.8% |
| YTD | +15.3% | +0.7% | +14.6% | +13.4% |
| 1Y | +22.6% | -11.2% | +33.8% | +27.7% |
| 3Y | +74.7% | +25.3% | +49.3% | +47.9% |
| 5Y | +66.1% | +37.3% | +28.8% | +31.0% |
| All | +222.5% | +211.6% | +10.9% | +62.2% |
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