+169.6%
XLE vs VST
+1,175.7%
-1,006.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.7% |
| 7D | +2.2% | +8.9% | -6.7% | +0.1% |
| 30D | +11.8% | +6.2% | +5.6% | +10.0% |
| 3M | +9.8% | -2.7% | +12.6% | +9.7% |
| 6M | +15.6% | -8.4% | +23.9% | +15.9% |
| YTD | +45.3% | -7.2% | +52.5% | +43.7% |
| 1Y | +48.3% | -20.9% | +69.2% | +51.2% |
| 3Y | +55.4% | +384.0% | -328.6% | -29.7% |
| 5Y | +216.1% | +757.1% | -541.0% | +7.7% |
| All | +169.6% | +1,175.7% | -1,006.1% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling