+208.9%
XHB vs VYM
+209.2%
-0.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.8% |
| 7D | -4.6% | -0.8% | -3.8% | -3.7% |
| 30D | -9.1% | -2.2% | -6.9% | -6.5% |
| 3M | -8.6% | +3.1% | -11.6% | -11.8% |
| 6M | -4.0% | +9.7% | -13.7% | -13.9% |
| YTD | -3.9% | +14.9% | -18.8% | -18.4% |
| 1Y | -16.5% | +17.6% | -34.0% | -30.9% |
| 3Y | +22.6% | +65.3% | -42.7% | -32.0% |
| 5Y | +33.9% | +78.7% | -44.8% | -30.9% |
| All | +208.9% | +209.2% | -0.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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