+262.4%
VST vs XEL
+44.3%
+218.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.4% | +10.6% |
| 7D | -9.8% | -0.2% | -9.6% | -9.8% |
| 30D | -25.1% | +10.0% | -35.2% | -25.6% |
| 3M | -11.6% | +4.3% | -15.9% | -11.9% |
| 6M | -20.9% | +0.5% | -21.4% | -21.1% |
| YTD | -22.3% | +10.4% | -32.7% | -22.2% |
| 1Y | -32.0% | +2.0% | -34.0% | -32.4% |
| 3Y | +262.4% | +45.6% | +216.8% | +290.6% |
| All | +262.4% | +44.3% | +218.1% | +290.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling