+96.3%
VTR vs XHB
+215.4%
-119.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.4% |
| 7D | -0.3% | -4.6% | +4.3% | +2.4% |
| 30D | +1.1% | -9.1% | +10.2% | +6.7% |
| 3M | +7.9% | -8.6% | +16.5% | +12.5% |
| 6M | +6.2% | -4.0% | +10.2% | +6.3% |
| YTD | +17.7% | -3.9% | +21.7% | +16.9% |
| 1Y | +32.9% | -16.5% | +49.4% | +43.2% |
| 3Y | +129.7% | +22.6% | +107.1% | +76.8% |
| 5Y | +89.3% | +33.9% | +55.4% | +30.3% |
| All | +96.3% | +215.4% | -119.1% | -33.4% |
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 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