+146.1%
XBI vs VST
+1,196.4%
-1,050.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.5% |
| 7D | -0.9% | +9.9% | -10.8% | -2.8% |
| 30D | +2.9% | +7.9% | -5.0% | +1.3% |
| 3M | +26.2% | +3.4% | +22.8% | +24.8% |
| 6M | +30.7% | -4.1% | +34.8% | +30.5% |
| YTD | +32.9% | -5.7% | +38.6% | +32.2% |
| 1Y | +72.3% | -18.9% | +91.1% | +75.0% |
| 3Y | +107.2% | +359.1% | -251.9% | +20.6% |
| 5Y | +23.2% | +766.9% | -743.7% | -41.2% |
| All | +146.1% | +1,196.4% | -1,050.3% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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