+20.7%
XLK vs VST
-35.7%
+56.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.8% | +13.8% | +3.0% |
| 7D | -7.6% | -15.7% | +8.1% | -4.3% |
| 30D | -12.2% | -17.0% | +4.8% | -8.9% |
| 3M | -5.5% | -15.9% | +10.4% | -2.4% |
| 6M | +9.2% | -25.0% | +34.2% | +14.7% |
| YTD | +23.0% | -25.1% | +48.1% | +27.5% |
| 1Y | +20.7% | -34.9% | +55.6% | +29.4% |
| All | +20.7% | -35.7% | +56.4% | +29.4% |
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