+227.8%
VST vs XLB
+40.7%
+187.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.2% | -3.5% |
| 7D | -19.9% | -0.4% | -19.5% | -20.0% |
| 30D | -29.7% | +5.2% | -34.9% | -33.5% |
| 3M | -19.6% | -0.1% | -19.4% | -20.1% |
| 6M | -29.4% | +2.4% | -31.8% | -31.9% |
| YTD | -29.7% | +16.9% | -46.6% | -41.5% |
| 1Y | -40.0% | +25.0% | -65.1% | -53.8% |
| All | +227.8% | +40.7% | +187.2% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling