+556.6%
VST vs XLC
+135.2%
+421.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -6.0% | +6.2% | -12.3% | -9.9% |
| 30D | -18.8% | -2.4% | -16.4% | -17.6% |
| 3M | -8.0% | -3.3% | -4.7% | -6.5% |
| 6M | -10.9% | -7.3% | -3.6% | -7.4% |
| YTD | -18.3% | -7.6% | -10.7% | -15.0% |
| 1Y | -29.9% | -3.7% | -26.2% | -29.2% |
| 3Y | +290.3% | +62.9% | +227.4% | +189.5% |
| 5Y | +635.3% | +41.6% | +593.7% | +485.8% |
| All | +556.6% | +135.2% | +421.4% | +239.6% |
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