+204.5%
XHS vs VT
+215.5%
-11.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -2.1% |
| 7D | +1.0% | -2.3% | +3.3% | +3.2% |
| 30D | +7.6% | -5.0% | +12.5% | +12.7% |
| 3M | +9.7% | -4.9% | +14.6% | +14.8% |
| 6M | +31.9% | -1.5% | +33.5% | +32.9% |
| YTD | +35.4% | +8.5% | +26.9% | +23.6% |
| 1Y | +40.5% | +11.4% | +29.1% | +24.9% |
| 3Y | +80.1% | +70.1% | +10.0% | +3.4% |
| 5Y | +32.3% | +53.7% | -21.4% | -15.4% |
| All | +204.5% | +215.5% | -11.1% | 0.0% |
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