+573.3%
VST vs XLC
+134.8%
+438.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | +19.2% | +3.1% | +16.1% | +16.9% |
| 30D | -17.2% | -4.2% | -12.9% | -14.9% |
| 3M | -8.1% | -2.1% | -6.0% | -7.4% |
| 6M | -8.1% | -6.6% | -1.5% | -5.0% |
| YTD | -16.3% | -7.8% | -8.5% | -12.8% |
| 1Y | -24.1% | -4.1% | -20.0% | -23.1% |
| 3Y | +300.2% | +62.6% | +237.6% | +197.2% |
| 5Y | +645.9% | +39.6% | +606.3% | +500.1% |
| All | +573.3% | +134.8% | +438.5% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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