+59.3%
XLF vs VST
+633.9%
-574.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +2.7% | +6.6% | -3.9% | +2.0% |
| 30D | +7.6% | -12.4% | +20.0% | +8.8% |
| 3M | +1.1% | -9.0% | +10.1% | +1.5% |
| 6M | +15.9% | -6.4% | +22.3% | +15.5% |
| YTD | +8.4% | -17.2% | +25.6% | +8.9% |
| 1Y | +12.5% | -22.0% | +34.5% | +13.7% |
| 3Y | +81.6% | +296.7% | -215.1% | +17.3% |
| All | +59.3% | +633.9% | -574.6% | -18.1% |
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 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