+179.2%
XLE vs VST
+1,139.0%
-959.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +5.4% | +6.6% | -1.2% | +3.8% |
| 30D | -3.9% | -12.4% | +8.4% | -1.5% |
| 3M | +7.0% | -9.0% | +16.0% | +8.1% |
| 6M | +14.2% | -6.4% | +20.7% | +13.3% |
| YTD | +48.2% | -17.2% | +65.4% | +48.9% |
| 1Y | +47.7% | -22.0% | +69.7% | +50.1% |
| 3Y | +70.0% | +296.7% | -226.7% | -19.7% |
| 5Y | +169.1% | +637.6% | -468.4% | -6.2% |
| All | +179.2% | +1,139.0% | -959.9% | -16.9% |
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