+43.6%
XLE vs VST
-31.4%
+75.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.6% | +0.2% |
| 7D | -12.0% | -9.8% | -2.2% | -12.2% |
| 30D | -2.7% | -25.1% | +22.4% | -3.9% |
| 3M | +6.6% | -11.6% | +18.2% | +6.3% |
| 6M | +9.5% | -20.9% | +30.4% | +9.2% |
| YTD | +40.6% | -22.3% | +62.9% | +40.4% |
| 1Y | +43.6% | -32.0% | +75.6% | +43.3% |
| All | +43.6% | -31.4% | +75.0% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling