+546.6%
VTR vs XHB
+167.3%
+379.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +1.1% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | -3.7% | -9.1% | +5.3% | +1.8% |
| 3M | +13.5% | -2.3% | +15.9% | +13.8% |
| 6M | +7.2% | -4.1% | +11.3% | +7.5% |
| YTD | +17.6% | -1.7% | +19.3% | +15.3% |
| 1Y | +35.4% | -15.1% | +50.5% | +44.6% |
| 3Y | +132.8% | +26.8% | +106.0% | +80.3% |
| 5Y | +88.7% | +37.3% | +51.3% | +32.9% |
| 10Y | +87.6% | +205.7% | -118.0% | -22.8% |
| All | +546.6% | +167.3% | +379.4% | +68.8% |
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