+230.4%
XLI vs VST
+968.1%
-737.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.6% | -10.4% | -2.1% |
| 7D | -2.8% | -9.8% | +7.0% | -1.1% |
| 30D | -3.1% | -25.1% | +22.1% | +2.3% |
| 3M | -11.7% | -11.6% | -0.1% | -10.3% |
| 6M | -7.6% | -20.9% | +13.4% | -4.3% |
| YTD | +5.7% | -22.3% | +28.0% | +8.6% |
| 1Y | +7.8% | -32.0% | +39.8% | +13.7% |
| 3Y | +67.4% | +262.4% | -195.0% | +1.4% |
| 5Y | +64.8% | +563.4% | -498.6% | -18.8% |
| 10Y | +241.2% | +1,120.7% | -879.5% | +49.2% |
| All | +230.4% | +968.1% | -737.7% | +44.6% |
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