+1,164.9%
VST vs XLB
+163.6%
+1,001.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +6.6% | +0.5% | +6.0% | +6.2% |
| 30D | -12.4% | +5.2% | -17.5% | -16.1% |
| 3M | -9.0% | +0.3% | -9.3% | -9.7% |
| 6M | -6.4% | +1.2% | -7.6% | -8.1% |
| YTD | -17.2% | +16.6% | -33.8% | -27.2% |
| 1Y | -22.0% | +21.4% | -43.5% | -33.6% |
| 3Y | +296.7% | +43.2% | +253.4% | +202.0% |
| 5Y | +637.6% | +28.0% | +609.5% | +499.5% |
| All | +1,164.9% | +163.6% | +1,001.3% | +496.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling