+149.7%
XBI vs VFC
-69.1%
+218.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.4% |
| 7D | -4.6% | -1.4% | -3.3% | -4.3% |
| 30D | -2.0% | -9.0% | +7.0% | +0.1% |
| 3M | +17.8% | -24.2% | +42.0% | +24.7% |
| 6M | +23.7% | -18.5% | +42.2% | +28.1% |
| YTD | +28.2% | -25.9% | +54.1% | +35.3% |
| 1Y | +64.0% | -13.0% | +77.0% | +64.3% |
| 3Y | +99.4% | -20.3% | +119.7% | +82.1% |
| 5Y | +19.3% | -78.1% | +97.4% | +65.0% |
| All | +149.7% | -69.1% | +218.8% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling