+943.2%
XBI vs VFC
+77.7%
+865.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.7% | -0.6% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | +2.9% | -11.9% | +14.8% | +6.8% |
| 3M | +26.2% | -20.2% | +46.4% | +33.3% |
| 6M | +30.7% | -23.0% | +53.7% | +38.8% |
| YTD | +32.9% | -26.2% | +59.2% | +42.3% |
| 1Y | +72.3% | -13.3% | +85.6% | +72.6% |
| 3Y | +107.2% | -25.5% | +132.7% | +88.0% |
| 5Y | +23.2% | -78.1% | +101.3% | +75.3% |
| 10Y | +158.5% | -68.8% | +227.3% | +186.8% |
| All | +943.2% | +77.7% | +865.5% | +488.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling