+75.0%
VTI vs XHB
+33.0%
+42.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | -0.9% | -4.6% | +3.7% | +1.2% |
| 30D | -1.4% | -9.1% | +7.7% | +2.8% |
| 3M | +3.6% | -8.6% | +12.2% | +7.3% |
| 6M | +13.6% | -4.0% | +17.6% | +14.5% |
| YTD | +12.9% | -3.9% | +16.9% | +13.2% |
| 1Y | +17.2% | -16.5% | +33.7% | +25.4% |
| 3Y | +75.7% | +22.6% | +53.1% | +48.2% |
| All | +75.0% | +33.0% | +42.0% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling