+259.3%
XHB vs VT
+223.7%
+35.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +0.4% |
| 7D | +1.3% | +0.4% | +1.0% | +0.9% |
| 30D | +11.8% | -2.6% | +14.4% | +15.4% |
| 3M | -3.8% | -3.2% | -0.6% | +0.1% |
| 6M | +4.1% | +0.9% | +3.2% | +2.9% |
| YTD | +4.0% | +11.3% | -7.4% | -8.8% |
| 1Y | +1.6% | +14.0% | -12.4% | -13.4% |
| 3Y | +43.2% | +75.8% | -32.7% | -28.3% |
| 5Y | +35.8% | +57.8% | -22.0% | -21.3% |
| 10Y | +259.3% | +219.8% | +39.5% | -10.7% |
| All | +259.3% | +223.7% | +35.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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