+62.8%
XHR vs VT
+220.7%
-157.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.5% |
| 7D | +4.6% | -2.3% | +6.9% | +7.9% |
| 30D | +19.7% | -5.0% | +24.7% | +28.0% |
| 3M | +9.2% | -4.9% | +14.1% | +16.5% |
| 6M | +29.6% | -1.5% | +31.2% | +30.8% |
| YTD | +55.0% | +8.5% | +46.5% | +36.2% |
| 1Y | +69.5% | +11.4% | +58.2% | +43.4% |
| 3Y | +95.7% | +70.1% | +25.6% | -7.2% |
| 5Y | +23.1% | +53.7% | -30.7% | -31.5% |
| 10Y | +96.3% | +220.0% | -123.7% | -53.6% |
| All | +62.8% | +220.7% | -157.8% | -61.1% |
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