+250.5%
XLF vs VST
+968.1%
-717.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.6% | -11.1% | -2.5% |
| 7D | +1.2% | -9.8% | +11.0% | +2.6% |
| 30D | +6.3% | -25.1% | +31.5% | +11.5% |
| 3M | -0.8% | -11.6% | +10.8% | +0.4% |
| 6M | +11.0% | -20.9% | +32.0% | +14.0% |
| YTD | +5.6% | -22.3% | +27.9% | +7.6% |
| 1Y | +10.8% | -32.0% | +42.8% | +15.7% |
| 3Y | +77.8% | +262.4% | -184.6% | +1.6% |
| 5Y | +55.6% | +563.4% | -507.7% | -29.3% |
| 10Y | +252.5% | +1,120.7% | -868.2% | +36.1% |
| All | +250.5% | +968.1% | -717.6% | +36.0% |
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