+147.1%
VXUS vs XHB
+241.7%
-94.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -0.5% | -4.1% | +3.6% | +1.3% |
| 30D | -1.2% | +9.6% | -10.8% | -5.2% |
| 3M | -3.8% | -6.0% | +2.2% | -1.6% |
| 6M | -1.7% | +2.2% | -3.9% | -3.3% |
| YTD | +11.4% | +1.1% | +10.3% | +9.5% |
| 1Y | +13.3% | -1.7% | +15.1% | +12.6% |
| 3Y | +70.0% | +36.5% | +33.5% | +41.2% |
| 5Y | +48.1% | +33.5% | +14.6% | +21.4% |
| 10Y | +147.1% | +240.9% | -93.9% | +25.2% |
| All | +147.1% | +241.7% | -94.7% | +25.2% |
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