+753.9%
VTI vs XBI
+905.2%
-151.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | -2.0% | -4.6% | +2.6% | -0.1% |
| 30D | -1.9% | -0.8% | -1.2% | -1.8% |
| 3M | +4.5% | +21.8% | -17.3% | -4.4% |
| 6M | +12.6% | +23.2% | -10.6% | +2.0% |
| YTD | +12.0% | +28.7% | -16.7% | -0.8% |
| 1Y | +17.3% | +67.8% | -50.4% | -7.5% |
| 3Y | +75.3% | +100.6% | -25.3% | +24.7% |
| 5Y | +74.0% | +19.8% | +54.2% | +49.1% |
| 10Y | +300.0% | +159.7% | +140.3% | +121.5% |
| All | +753.9% | +905.2% | -151.3% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling