+211.9%
VWO vs XHB
+163.2%
+48.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.2% |
| 7D | +0.2% | -1.9% | +2.1% | +1.1% |
| 30D | +0.9% | -8.3% | +9.2% | +5.3% |
| 3M | +4.3% | -7.1% | +11.4% | +7.6% |
| 6M | +10.5% | -5.3% | +15.8% | +12.5% |
| YTD | +13.4% | -3.2% | +16.6% | +13.7% |
| 1Y | +18.6% | -13.9% | +32.4% | +25.6% |
| 3Y | +65.8% | +24.9% | +40.9% | +39.4% |
| 5Y | +35.2% | +34.5% | +0.7% | +5.4% |
| 10Y | +116.6% | +215.5% | -98.8% | -1.2% |
| All | +211.9% | +163.2% | +48.7% | +26.8% |
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