+21.2%
XBI vs VSXY
+33.4%
-12.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.2% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -0.8% | -22.1% | +21.3% | +2.1% |
| 3M | +21.8% | -1.1% | +23.0% | +21.4% |
| 6M | +23.2% | +53.8% | -30.6% | +13.4% |
| YTD | +28.7% | +35.5% | -6.7% | +20.0% |
| 1Y | +67.8% | +186.0% | -118.2% | +38.3% |
| 3Y | +100.6% | +343.2% | -242.5% | +43.6% |
| 5Y | +19.8% | +19.0% | +0.8% | +2.6% |
| All | +21.2% | +33.4% | -12.3% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling