+149.4%
XBI vs VT
+223.7%
-74.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | 0.0% |
| 7D | +3.2% | +0.4% | +2.8% | +2.9% |
| 30D | +2.0% | -2.6% | +4.6% | +5.5% |
| 3M | -0.3% | -3.2% | +2.9% | +3.9% |
| 6M | +16.6% | +0.9% | +15.6% | +15.3% |
| YTD | +28.8% | +11.3% | +17.5% | +13.4% |
| 1Y | +44.6% | +14.0% | +30.6% | +23.8% |
| 3Y | +137.1% | +75.8% | +61.3% | +21.1% |
| 5Y | +22.8% | +57.8% | -35.1% | -27.6% |
| 10Y | +149.4% | +219.8% | -70.4% | -30.3% |
| All | +149.4% | +223.7% | -74.2% | -30.3% |
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