+926.8%
XBI vs VMC
+316.1%
+610.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.4% |
| 7D | -3.6% | -5.3% | +1.7% | -1.7% |
| 30D | +0.9% | -12.3% | +13.1% | +5.7% |
| 3M | +21.4% | -10.3% | +31.7% | +25.6% |
| 6M | +25.5% | -8.6% | +34.1% | +28.7% |
| YTD | +30.8% | -11.9% | +42.7% | +35.2% |
| 1Y | +68.6% | -13.9% | +82.5% | +75.5% |
| 3Y | +103.9% | +18.2% | +85.8% | +87.1% |
| 5Y | +20.8% | +47.7% | -27.0% | +1.7% |
| 10Y | +164.0% | +152.5% | +11.5% | +71.6% |
| All | +926.8% | +316.1% | +610.6% | +377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling