+34.0%
XHB vs VSXY
+22.6%
+11.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.1% |
| 7D | -4.6% | +0.1% | -4.8% | -4.7% |
| 30D | -9.1% | -18.7% | +9.5% | -6.0% |
| 3M | -8.6% | -4.0% | -4.6% | -8.5% |
| 6M | -4.0% | +67.5% | -71.5% | -15.5% |
| YTD | -3.9% | +39.7% | -43.6% | -13.0% |
| 1Y | -16.5% | +180.0% | -196.4% | -34.9% |
| 3Y | +22.6% | +337.3% | -314.7% | -21.7% |
| All | +34.0% | +22.6% | +11.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling