+262.4%
VST vs XLC
+60.5%
+201.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.4% | +10.1% | +10.2% |
| 7D | -9.8% | +4.9% | -14.7% | -14.1% |
| 30D | -25.1% | -5.8% | -19.3% | -21.0% |
| 3M | -11.6% | -5.4% | -6.1% | -7.7% |
| 6M | -20.9% | -10.2% | -10.7% | -13.1% |
| YTD | -22.3% | -10.2% | -12.1% | -14.9% |
| 1Y | -32.0% | -5.6% | -26.4% | -30.3% |
| 3Y | +262.4% | +61.0% | +201.4% | +147.6% |
| All | +262.4% | +60.5% | +201.9% | +147.6% |
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 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