+138.5%
XBI vs VST
+1,046.2%
-907.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.3% | -4.2% | +1.7% |
| 7D | +3.2% | -0.5% | +3.7% | +2.9% |
| 30D | +2.0% | -17.1% | +19.1% | +5.1% |
| 3M | -0.3% | -4.6% | +4.3% | -0.4% |
| 6M | +16.6% | -9.1% | +25.7% | +17.0% |
| YTD | +28.8% | -16.6% | +45.4% | +30.0% |
| 1Y | +44.6% | -29.5% | +74.1% | +50.5% |
| 3Y | +137.1% | +297.5% | -160.4% | +41.0% |
| 5Y | +22.8% | +654.5% | -631.8% | -40.0% |
| 10Y | +149.4% | +1,205.2% | -1,055.8% | +2.5% |
| All | +138.5% | +1,046.2% | -907.7% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling