+12.3%
XLI vs VST
-35.7%
+48.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -13.8% | +12.7% | +0.8% |
| 7D | +0.6% | -15.7% | +16.3% | +2.7% |
| 30D | -0.4% | -17.0% | +16.6% | +1.6% |
| 3M | -8.8% | -15.9% | +7.0% | -7.3% |
| 6M | -0.4% | -25.0% | +24.6% | +2.4% |
| YTD | +10.1% | -25.1% | +35.2% | +12.4% |
| 1Y | +12.3% | -34.9% | +47.2% | +16.4% |
| All | +12.3% | -35.7% | +48.0% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling