+1,238.2%
VST vs XEL
+160.9%
+1,077.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | +9.9% | +1.3% | +8.6% | +9.3% |
| 30D | +7.9% | -1.5% | +9.4% | +8.6% |
| 3M | +3.4% | -0.2% | +3.6% | +3.3% |
| 6M | -4.1% | -5.4% | +1.3% | -2.1% |
| YTD | -5.7% | +5.6% | -11.3% | -8.0% |
| 1Y | -18.9% | +10.5% | -29.3% | -22.6% |
| 3Y | +359.1% | +49.2% | +309.9% | +271.4% |
| 5Y | +766.9% | +30.1% | +736.8% | +649.5% |
| All | +1,238.2% | +160.9% | +1,077.3% | +872.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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