+167.2%
XLE vs VST
+1,112.0%
-944.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.6% | -2.5% |
| 7D | -12.0% | -9.8% | -2.2% | -10.1% |
| 30D | -2.7% | -25.1% | +22.4% | +3.4% |
| 3M | +6.6% | -11.6% | +18.2% | +8.4% |
| 6M | +9.5% | -20.9% | +30.4% | +13.3% |
| YTD | +40.6% | -22.3% | +62.9% | +43.5% |
| 1Y | +43.6% | -32.0% | +75.6% | +51.2% |
| 3Y | +58.1% | +262.4% | -204.3% | -23.0% |
| 5Y | +152.2% | +563.4% | -411.2% | -8.6% |
| All | +167.2% | +1,112.0% | -944.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling