+916.4%
VRT vs XBI
+18.4%
+898.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.5% |
| 7D | -7.7% | -4.6% | -3.1% | -4.5% |
| 30D | -12.0% | -0.8% | -11.2% | -11.9% |
| 3M | -11.7% | +21.8% | -33.5% | -24.0% |
| 6M | -8.1% | +23.2% | -31.3% | -21.9% |
| YTD | +53.2% | +28.7% | +24.5% | +26.1% |
| 1Y | +81.7% | +67.8% | +13.9% | +23.5% |
| 3Y | +535.3% | +100.6% | +434.6% | +269.7% |
| 5Y | +916.4% | +19.8% | +896.6% | +665.3% |
| All | +916.4% | +18.4% | +898.0% | +665.3% |
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