+214.7%
XHS vs VT
+223.7%
-9.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.9% |
| 7D | +3.8% | +0.4% | +3.4% | +3.4% |
| 30D | +7.9% | -2.6% | +10.5% | +10.5% |
| 3M | +8.5% | -3.2% | +11.7% | +11.7% |
| 6M | +30.8% | +0.9% | +29.8% | +28.7% |
| YTD | +37.5% | +11.3% | +26.2% | +22.5% |
| 1Y | +42.0% | +14.0% | +28.0% | +23.5% |
| 3Y | +86.8% | +75.8% | +11.0% | +3.8% |
| 5Y | +34.4% | +57.8% | -23.4% | -16.2% |
| 10Y | +214.7% | +219.8% | -5.1% | +1.2% |
| All | +214.7% | +223.7% | -9.0% | +1.2% |
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