+125.2%
XBI vs VST
+295.7%
-170.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -1.1% | +6.6% | -7.7% | -1.8% |
| 30D | +2.6% | -12.4% | +14.9% | +3.7% |
| 3M | -4.0% | -9.0% | +5.0% | -3.6% |
| 6M | +10.9% | -6.4% | +17.4% | +10.8% |
| YTD | +23.6% | -17.2% | +40.8% | +24.2% |
| 1Y | +35.1% | -22.0% | +57.1% | +36.5% |
| 3Y | +125.2% | +296.7% | -171.5% | +59.6% |
| All | +125.2% | +295.7% | -170.6% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling