+149.0%
XBI vs VST
+1,175.7%
-1,026.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -1.0% |
| 7D | +0.9% | +8.9% | -8.0% | -0.8% |
| 30D | +7.1% | +6.2% | +0.9% | +5.8% |
| 3M | +22.9% | -2.7% | +25.6% | +23.1% |
| 6M | +29.7% | -8.4% | +38.1% | +30.6% |
| YTD | +34.5% | -7.2% | +41.7% | +34.1% |
| 1Y | +76.1% | -20.9% | +97.0% | +79.8% |
| 3Y | +103.2% | +384.0% | -280.8% | +16.3% |
| 5Y | +22.8% | +757.1% | -734.2% | -41.2% |
| All | +149.0% | +1,175.7% | -1,026.7% | +0.9% |
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