+25.3%
VZ vs XBI
+21.6%
+3.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | -1.0% | -3.6% | +2.7% | -0.7% |
| 30D | +5.8% | +0.9% | +4.9% | +5.7% |
| 3M | +10.5% | +21.4% | -10.9% | +8.7% |
| 6M | +1.8% | +25.5% | -23.7% | -0.4% |
| YTD | +28.3% | +30.8% | -2.6% | +24.9% |
| 1Y | +22.0% | +68.6% | -46.6% | +15.7% |
| 3Y | +81.8% | +103.9% | -22.1% | +66.5% |
| 5Y | +25.3% | +20.8% | +4.6% | +12.7% |
| All | +25.3% | +21.6% | +3.7% | +12.7% |
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