+81.4%
XLF vs VST
+297.1%
-215.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -1.0% | +10.9% | -11.9% | -1.7% |
| 30D | +6.5% | -15.6% | +22.1% | +7.5% |
| 3M | +1.8% | -7.8% | +9.6% | +1.9% |
| 6M | +15.4% | -12.0% | +27.3% | +15.6% |
| YTD | +8.4% | -16.9% | +25.3% | +8.6% |
| 1Y | +11.9% | -25.1% | +37.0% | +13.1% |
| All | +81.4% | +297.1% | -215.7% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling