+234.4%
XLF vs VST
+1,219.3%
-984.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.3% | -5.9% | +0.1% |
| 7D | +0.7% | -0.5% | +1.3% | +0.3% |
| 30D | +6.0% | -17.1% | +23.0% | +9.0% |
| 3M | +1.0% | -4.6% | +5.6% | +0.7% |
| 6M | +14.0% | -9.1% | +23.0% | +13.9% |
| YTD | +7.2% | -16.6% | +23.8% | +7.7% |
| 1Y | +11.6% | -29.5% | +41.1% | +15.9% |
| 3Y | +81.2% | +297.5% | -216.3% | +0.7% |
| 5Y | +57.9% | +654.5% | -596.6% | -31.4% |
| 10Y | +234.4% | +1,205.2% | -970.8% | +24.9% |
| All | +234.4% | +1,219.3% | -984.9% | +24.9% |
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