+646.1%
VST vs XLC
+143.7%
+502.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.3% |
| 7D | +8.9% | -0.8% | +9.8% | +9.5% |
| 30D | +6.2% | +1.0% | +5.2% | +5.4% |
| 3M | -2.7% | -0.7% | -2.0% | -2.9% |
| 6M | -8.4% | -5.1% | -3.2% | -5.8% |
| YTD | -7.2% | -4.3% | -2.9% | -5.2% |
| 1Y | -20.9% | -0.6% | -20.3% | -21.4% |
| 3Y | +384.0% | +72.7% | +311.3% | +247.1% |
| 5Y | +757.1% | +38.0% | +719.1% | +599.0% |
| All | +646.1% | +143.7% | +502.3% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling