+40.4%
XHB vs VLTO
+54.8%
-14.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +1.3% | +5.4% | -4.1% | -1.2% |
| 30D | +7.8% | +22.3% | -14.5% | -2.4% |
| 3M | -5.5% | +19.6% | -25.1% | -13.5% |
| 6M | -2.6% | +35.2% | -37.7% | -16.5% |
| YTD | +0.4% | +17.9% | -17.5% | -8.0% |
| 1Y | -1.0% | +19.5% | -20.5% | -10.1% |
| 3Y | +37.3% | +73.9% | -36.6% | +11.0% |
| All | +40.4% | +54.8% | -14.4% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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