+71.6%
XLI vs VST
+286.0%
-214.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +0.2% |
| 7D | -1.5% | -6.0% | +4.5% | -0.9% |
| 30D | -0.3% | -18.8% | +18.5% | +2.1% |
| 3M | -8.4% | -8.0% | -0.3% | -7.9% |
| 6M | -2.1% | -10.9% | +8.8% | -1.5% |
| YTD | +9.6% | -18.3% | +28.0% | +10.9% |
| 1Y | +10.7% | -29.9% | +40.6% | +13.9% |
| 3Y | +71.6% | +290.3% | -218.7% | +38.7% |
| All | +71.6% | +286.0% | -214.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling