+9.6%
XLF vs VST
-19.6%
+29.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.4% |
| 7D | +0.2% | +9.9% | -9.7% | 0.0% |
| 30D | -0.5% | +7.9% | -8.4% | -0.7% |
| 3M | +10.6% | +3.4% | +7.2% | +10.3% |
| 6M | +14.3% | -4.1% | +18.4% | +14.0% |
| YTD | +5.5% | -5.7% | +11.2% | +5.5% |
| 1Y | +9.6% | -18.9% | +28.4% | +10.1% |
| All | +9.6% | -19.6% | +29.1% | +10.1% |
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