+654.4%
VRT vs XBI
+19.4%
+635.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | +10.5% | -1.1% | +11.6% | +11.5% |
| 30D | -9.3% | +2.6% | -11.9% | -10.5% |
| 3M | -29.6% | -4.0% | -25.6% | -27.9% |
| 6M | -45.4% | +10.9% | -56.3% | -50.0% |
| YTD | +24.8% | +23.6% | +1.2% | +5.5% |
| 1Y | +23.6% | +35.1% | -11.5% | -2.1% |
| 3Y | +379.7% | +125.2% | +254.5% | +154.8% |
| All | +654.4% | +19.4% | +635.1% | +497.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 5y: compounded portfolio wealth divided by compounded XBI 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…
5y analysis · Full analysis span regression · 6 months rolling