+19.9%
XBI vs VMC
+47.0%
-27.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | -4.6% | -3.8% | -0.9% | -2.9% |
| 30D | -2.0% | -9.7% | +7.7% | +2.7% |
| 3M | +17.8% | -9.6% | +27.4% | +22.4% |
| 6M | +23.7% | -4.8% | +28.6% | +24.9% |
| YTD | +28.2% | -10.9% | +39.1% | +32.1% |
| 1Y | +64.0% | -15.6% | +79.6% | +73.6% |
| 3Y | +99.4% | +19.3% | +80.1% | +69.0% |
| All | +19.9% | +47.0% | -27.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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