+235.2%
XLI vs VST
+1,219.3%
-984.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.3% | -3.5% | +2.3% |
| 7D | -0.5% | -0.5% | 0.0% | -0.7% |
| 30D | -0.2% | -17.1% | +16.9% | +3.2% |
| 3M | -8.6% | -4.6% | -4.0% | -8.6% |
| 6M | -2.0% | -9.1% | +7.1% | -1.5% |
| YTD | +9.7% | -16.6% | +26.4% | +11.1% |
| 1Y | +11.4% | -29.5% | +40.9% | +16.7% |
| 3Y | +74.2% | +297.5% | -223.3% | +2.7% |
| 5Y | +70.0% | +654.5% | -584.6% | -19.7% |
| 10Y | +235.2% | +1,205.2% | -970.0% | +44.0% |
| All | +235.2% | +1,219.3% | -984.1% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling