+465.0%
VST vs XLC
+127.8%
+337.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -5.8% |
| 7D | -19.9% | +3.1% | -23.0% | -21.8% |
| 30D | -29.7% | -6.5% | -23.1% | -26.7% |
| 3M | -19.6% | -5.6% | -14.0% | -17.1% |
| 6M | -29.4% | -9.2% | -20.2% | -25.7% |
| YTD | -29.7% | -10.6% | -19.2% | -25.4% |
| 1Y | -40.0% | -6.9% | -33.2% | -38.2% |
| 3Y | +231.0% | +59.9% | +171.1% | +148.5% |
| 5Y | +500.1% | +34.7% | +465.4% | +393.9% |
| All | +465.0% | +127.8% | +337.3% | +198.2% |
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 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