+296.7%
VST vs XEL
+53.0%
+243.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | +6.6% | +2.4% | +4.1% | +6.5% |
| 30D | -12.4% | +8.3% | -20.7% | -12.7% |
| 3M | -9.0% | +4.2% | -13.2% | -9.2% |
| 6M | -6.4% | +3.7% | -10.2% | -6.7% |
| YTD | -17.2% | +13.1% | -30.2% | -17.1% |
| 1Y | -22.0% | +5.0% | -27.0% | -22.4% |
| 3Y | +296.7% | +55.0% | +241.7% | +327.6% |
| All | +296.7% | +53.0% | +243.6% | +327.6% |
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