+20.0%
VTI vs XBI
+75.8%
-55.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | 0.0% | +7.1% | -7.0% | -1.8% |
| 3M | +2.0% | +22.9% | -20.9% | -3.8% |
| 6M | +13.0% | +29.7% | -16.7% | +4.5% |
| YTD | +13.9% | +34.5% | -20.5% | +4.3% |
| 1Y | +20.0% | +76.1% | -56.1% | +3.8% |
| All | +20.0% | +75.8% | -55.8% | +3.8% |
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