+96.2%
XHR vs VT
+217.6%
-121.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.9% |
| 7D | +3.8% | -0.1% | +3.9% | +3.9% |
| 30D | +23.3% | -3.1% | +26.4% | +28.5% |
| 3M | +18.5% | -3.5% | +22.0% | +24.1% |
| 6M | +32.4% | +0.5% | +31.9% | +29.8% |
| YTD | +61.0% | +10.8% | +50.2% | +36.7% |
| 1Y | +66.3% | +11.9% | +54.4% | +38.9% |
| 3Y | +106.1% | +73.0% | +33.2% | -7.3% |
| 5Y | +35.4% | +58.6% | -23.2% | -29.6% |
| 10Y | +96.2% | +219.2% | -122.9% | -51.7% |
| All | +96.2% | +217.6% | -121.4% | -51.7% |
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