+654.5%
VST vs XLB
+31.5%
+623.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +5.9% |
| 7D | -0.5% | -1.4% | +0.8% | +0.2% |
| 30D | -17.1% | +7.1% | -24.2% | -21.8% |
| 3M | -4.6% | +0.6% | -5.2% | -5.5% |
| 6M | -9.1% | +3.5% | -12.5% | -12.3% |
| YTD | -16.6% | +18.2% | -34.9% | -27.9% |
| 1Y | -29.5% | +25.6% | -55.1% | -42.0% |
| 3Y | +297.5% | +46.7% | +250.9% | +197.9% |
| 5Y | +654.5% | +30.9% | +623.6% | +492.1% |
| All | +654.5% | +31.5% | +623.1% | +492.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling