+255.0%
XLF vs VST
+1,175.7%
-920.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.5% |
| 7D | 0.0% | +8.9% | -8.9% | -1.7% |
| 30D | +0.2% | +6.2% | -6.0% | -1.1% |
| 3M | +11.7% | -2.7% | +14.4% | +11.6% |
| 6M | +13.8% | -8.4% | +22.1% | +14.3% |
| YTD | +7.0% | -7.2% | +14.2% | +6.4% |
| 1Y | +9.1% | -20.9% | +30.0% | +11.2% |
| 3Y | +75.6% | +384.0% | -308.4% | -5.7% |
| 5Y | +66.4% | +757.1% | -690.6% | -28.5% |
| All | +255.0% | +1,175.7% | -920.7% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling