+20.7%
XBI vs VSXY
+37.5%
-16.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.8% |
| 7D | -4.6% | +0.1% | -4.8% | -4.7% |
| 30D | -2.0% | -18.7% | +16.7% | +0.4% |
| 3M | +17.8% | -4.0% | +21.8% | +17.8% |
| 6M | +23.7% | +67.5% | -43.8% | +12.5% |
| YTD | +28.2% | +39.7% | -11.4% | +19.0% |
| 1Y | +64.0% | +180.0% | -116.0% | +35.8% |
| 3Y | +99.4% | +337.3% | -237.9% | +43.3% |
| 5Y | +19.3% | +22.7% | -3.3% | +1.8% |
| All | +20.7% | +37.5% | -16.9% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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