+377.4%
VT vs XHB
+593.6%
-216.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | +0.4% | -1.3% | +1.7% | +1.1% |
| 30D | +1.0% | -6.9% | +7.9% | +4.5% |
| 3M | +2.4% | -1.3% | +3.6% | +2.4% |
| 6M | +12.0% | -6.8% | +18.8% | +14.9% |
| YTD | +15.3% | +0.7% | +14.6% | +13.3% |
| 1Y | +22.6% | -11.2% | +33.8% | +27.9% |
| 3Y | +74.7% | +25.3% | +49.3% | +47.7% |
| 5Y | +66.1% | +37.3% | +28.8% | +30.8% |
| 10Y | +225.0% | +211.5% | +13.5% | +57.8% |
| All | +377.4% | +593.6% | -216.1% | +36.0% |
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 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