+255.1%
XLI vs VST
+1,175.7%
-920.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.3% |
| 7D | -1.1% | +8.9% | -10.0% | -2.9% |
| 30D | -5.9% | +6.2% | -12.1% | -7.2% |
| 3M | -0.3% | -2.7% | +2.5% | -0.1% |
| 6M | +0.1% | -8.4% | +8.5% | +0.9% |
| YTD | +13.6% | -7.2% | +20.8% | +13.5% |
| 1Y | +17.2% | -20.9% | +38.1% | +20.1% |
| 3Y | +68.2% | +384.0% | -315.8% | -4.4% |
| 5Y | +80.7% | +757.1% | -676.3% | -15.9% |
| All | +255.1% | +1,175.7% | -920.6% | +51.0% |
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