+54.8%
XLF vs VST
+561.4%
-506.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.6% | -11.1% | -1.7% |
| 7D | +1.2% | -9.8% | +11.0% | +2.0% |
| 30D | +6.3% | -25.1% | +31.5% | +9.3% |
| 3M | -0.8% | -11.6% | +10.8% | -0.1% |
| 6M | +11.0% | -20.9% | +32.0% | +12.8% |
| YTD | +5.6% | -22.3% | +27.9% | +6.8% |
| 1Y | +10.8% | -32.0% | +42.8% | +13.8% |
| 3Y | +77.8% | +262.4% | -184.6% | +16.8% |
| All | +54.8% | +561.4% | -506.6% | -19.6% |
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