+1,112.0%
VST vs XLB
+170.1%
+941.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.3% | +11.1% |
| 7D | -9.8% | -1.5% | -8.3% | -9.2% |
| 30D | -25.1% | +6.1% | -31.2% | -28.9% |
| 3M | -11.6% | 0.0% | -11.6% | -12.2% |
| 6M | -20.9% | 0.0% | -20.9% | -21.6% |
| YTD | -22.3% | +16.0% | -38.3% | -31.4% |
| 1Y | -32.0% | +24.7% | -56.7% | -43.4% |
| 3Y | +262.4% | +40.4% | +222.0% | +180.1% |
| 5Y | +563.4% | +30.7% | +532.7% | +430.8% |
| All | +1,112.0% | +170.1% | +941.9% | +531.2% |
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