+297.5%
VST vs XLC
+64.0%
+233.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.9% | +5.1% |
| 7D | -0.5% | +7.1% | -7.6% | -6.9% |
| 30D | -17.1% | -2.7% | -14.3% | -14.8% |
| 3M | -4.6% | -3.2% | -1.4% | -2.4% |
| 6M | -9.1% | -7.7% | -1.4% | -2.6% |
| YTD | -16.6% | -8.0% | -8.7% | -10.5% |
| 1Y | -29.5% | -3.1% | -26.4% | -29.5% |
| 3Y | +297.5% | +64.9% | +232.6% | +163.2% |
| All | +297.5% | +64.0% | +233.6% | +163.2% |
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