+14.9%
VTI vs XBI
+47.5%
-32.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.1% | +0.9% |
| 7D | -0.6% | +1.0% | -1.6% | -0.8% |
| 30D | -1.0% | +1.9% | -2.8% | -1.5% |
| 3M | -0.8% | +4.8% | -5.5% | -2.2% |
| 6M | +7.1% | +19.3% | -12.2% | +1.4% |
| YTD | +13.4% | +30.6% | -17.2% | +4.1% |
| 1Y | +14.9% | +47.9% | -33.0% | +1.0% |
| All | +14.9% | +47.5% | -32.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling