+158.5%
XBI vs VT
+221.4%
-62.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -0.9% | +1.0% | -1.9% | -2.1% |
| 30D | +2.9% | -0.2% | +3.1% | +3.2% |
| 3M | +26.2% | +4.5% | +21.7% | +19.5% |
| 6M | +30.7% | +14.1% | +16.7% | +11.6% |
| YTD | +32.9% | +14.8% | +18.2% | +12.6% |
| 1Y | +72.3% | +21.2% | +51.1% | +36.7% |
| 3Y | +107.2% | +76.6% | +30.6% | +4.9% |
| 5Y | +23.2% | +66.6% | -43.4% | -32.0% |
| 10Y | +158.5% | +222.3% | -63.7% | -35.2% |
| All | +158.5% | +221.4% | -62.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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