+35.7%
XHR vs VT
+240.9%
-205.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -7.7% | +0.4% | -8.1% | -8.2% |
| 30D | -12.2% | +1.0% | -13.1% | -13.4% |
| 3M | -1.1% | +2.4% | -3.5% | -5.1% |
| 6M | +16.6% | +12.0% | +4.6% | -1.3% |
| YTD | +29.2% | +15.3% | +13.9% | +4.8% |
| 1Y | +27.3% | +22.6% | +4.7% | -5.6% |
| 3Y | +68.9% | +74.7% | -5.8% | -22.4% |
| 5Y | +20.4% | +66.1% | -45.7% | -39.6% |
| 10Y | +53.7% | +225.0% | -171.3% | -64.8% |
| All | +35.7% | +240.9% | -205.2% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling