+348.0%
VT vs XHB
+601.5%
-253.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -2.4% |
| 7D | -4.2% | +2.5% | -6.7% | -5.5% |
| 30D | -5.8% | +6.7% | -12.5% | -9.1% |
| 3M | -5.2% | -5.8% | +0.6% | -2.8% |
| 6M | +0.1% | +1.7% | -1.6% | -1.8% |
| YTD | +8.2% | +1.9% | +6.4% | +5.3% |
| 1Y | +10.1% | +0.9% | +9.3% | +7.5% |
| 3Y | +69.7% | +37.6% | +32.1% | +36.4% |
| 5Y | +53.4% | +35.7% | +17.6% | +21.2% |
| 10Y | +219.2% | +262.3% | -43.1% | +42.8% |
| All | +348.0% | +601.5% | -253.5% | +26.4% |
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 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