+1,179.1%
VST vs XLB
+164.1%
+1,015.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.8% |
| 7D | +19.2% | 0.0% | +19.1% | +19.1% |
| 30D | -17.2% | +5.3% | -22.4% | -20.7% |
| 3M | -8.1% | 0.0% | -8.1% | -8.6% |
| 6M | -8.1% | +1.2% | -9.4% | -9.8% |
| YTD | -16.3% | +16.9% | -33.2% | -26.5% |
| 1Y | -24.1% | +20.9% | -45.0% | -35.2% |
| 3Y | +300.2% | +43.3% | +256.9% | +204.5% |
| 5Y | +645.9% | +28.3% | +617.6% | +505.2% |
| All | +1,179.1% | +164.1% | +1,015.0% | +502.0% |
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