+43.1%
XHB vs VSXY
+42.7%
+0.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -3.1% |
| 7D | +0.2% | -6.8% | +7.0% | +1.1% |
| 30D | -9.1% | -20.4% | +11.3% | -5.8% |
| 3M | -2.3% | +2.9% | -5.2% | -3.4% |
| 6M | -4.1% | +67.9% | -72.0% | -15.0% |
| YTD | -1.7% | +44.9% | -46.6% | -11.0% |
| 1Y | -15.1% | +205.9% | -221.0% | -33.9% |
| 3Y | +26.8% | +373.9% | -347.0% | -17.3% |
| 5Y | +37.3% | +23.5% | +13.9% | +11.8% |
| All | +43.1% | +42.7% | +0.4% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling