+373.4%
VST vs XLC
+72.9%
+300.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.7% |
| 7D | +8.9% | -0.8% | +9.8% | +9.7% |
| 30D | +6.2% | +1.0% | +5.2% | +4.9% |
| 3M | -2.7% | -0.7% | -2.0% | -2.8% |
| 6M | -8.4% | -5.1% | -3.2% | -3.8% |
| YTD | -7.2% | -4.3% | -2.9% | -3.8% |
| 1Y | -20.9% | -0.6% | -20.3% | -22.0% |
| All | +373.4% | +72.9% | +300.5% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling