+149.9%
XLE vs VST
+561.4%
-411.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.6% | -1.3% |
| 7D | -12.0% | -9.8% | -2.2% | -11.0% |
| 30D | -2.7% | -25.1% | +22.4% | +0.5% |
| 3M | +6.6% | -11.6% | +18.2% | +7.6% |
| 6M | +9.5% | -20.9% | +30.4% | +11.7% |
| YTD | +40.6% | -22.3% | +62.9% | +42.3% |
| 1Y | +43.6% | -32.0% | +75.6% | +48.1% |
| 3Y | +58.1% | +262.4% | -204.3% | -3.2% |
| All | +149.9% | +561.4% | -411.5% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling