-20.9%
VST vs XLB
+17.4%
-38.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.7% |
| 7D | +8.9% | -1.4% | +10.3% | +9.8% |
| 30D | +6.2% | -0.4% | +6.6% | +6.4% |
| 3M | -2.7% | +2.0% | -4.7% | -4.3% |
| 6M | -8.4% | +1.8% | -10.2% | -10.8% |
| YTD | -7.2% | +16.6% | -23.8% | -16.0% |
| 1Y | -20.9% | +16.9% | -37.8% | -30.5% |
| All | -20.9% | +17.4% | -38.3% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling