+19.8%
XBI vs VFC
-79.4%
+99.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -4.6% | -3.3% | -1.3% | -3.9% |
| 30D | -0.8% | -14.0% | +13.2% | +2.3% |
| 3M | +21.8% | -22.6% | +44.4% | +27.3% |
| 6M | +23.2% | -24.7% | +47.9% | +29.1% |
| YTD | +28.7% | -29.0% | +57.7% | +36.1% |
| 1Y | +67.8% | -13.8% | +81.6% | +68.5% |
| 3Y | +100.6% | -28.2% | +128.9% | +91.6% |
| 5Y | +19.8% | -79.0% | +98.8% | +86.8% |
| All | +19.8% | -79.4% | +99.2% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling