+856.9%
XBI vs VYM
+488.1%
+368.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -1.0% |
| 7D | -4.6% | -0.8% | -3.8% | -3.9% |
| 30D | -2.0% | -2.2% | +0.2% | +0.2% |
| 3M | +17.8% | +3.1% | +14.7% | +14.4% |
| 6M | +23.7% | +9.7% | +14.0% | +13.2% |
| YTD | +28.2% | +14.9% | +13.3% | +12.2% |
| 1Y | +64.0% | +17.6% | +46.4% | +40.4% |
| 3Y | +99.4% | +65.3% | +34.1% | +24.1% |
| 5Y | +19.3% | +78.7% | -59.4% | -30.1% |
| 10Y | +158.7% | +208.2% | -49.5% | -8.4% |
| All | +856.9% | +488.1% | +368.8% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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