+567.3%
XHS vs VT
+403.2%
+164.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +2.1% |
| 7D | +2.0% | -4.2% | +6.2% | +5.9% |
| 30D | +8.9% | -5.8% | +14.7% | +14.8% |
| 3M | +10.1% | -5.2% | +15.3% | +15.3% |
| 6M | +36.1% | +0.1% | +36.0% | +35.1% |
| YTD | +37.9% | +8.2% | +29.7% | +27.2% |
| 1Y | +40.7% | +10.1% | +30.6% | +27.7% |
| 3Y | +82.0% | +69.7% | +12.4% | +10.2% |
| 5Y | +34.8% | +53.4% | -18.6% | -10.2% |
| 10Y | +219.6% | +219.2% | +0.3% | +16.4% |
| All | +567.3% | +403.2% | +164.1% | +88.2% |
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 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