+210.8%
XHS vs VT
+224.4%
-13.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.9% |
| 7D | -1.1% | -0.7% | -0.4% | -0.6% |
| 30D | +7.7% | -1.7% | +9.5% | +9.4% |
| 3M | +10.7% | -2.3% | +13.0% | +13.0% |
| 6M | +32.8% | +1.5% | +31.3% | +29.9% |
| YTD | +38.5% | +12.0% | +26.4% | +22.6% |
| 1Y | +42.6% | +12.9% | +29.8% | +25.3% |
| 3Y | +86.9% | +74.9% | +11.9% | +4.4% |
| 5Y | +35.7% | +59.9% | -24.3% | -16.6% |
| 10Y | +210.8% | +224.6% | -13.8% | -2.4% |
| All | +210.8% | +224.4% | -13.5% | -2.4% |
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