+703.1%
XLK vs VST
+1,174.0%
-470.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.6% |
| 7D | -4.3% | -6.0% | +1.7% | -3.2% |
| 30D | -15.0% | -18.8% | +3.7% | -11.0% |
| 3M | -9.2% | -8.0% | -1.2% | -8.1% |
| 6M | -3.5% | -10.9% | +7.4% | -2.0% |
| YTD | +17.7% | -18.3% | +36.1% | +20.7% |
| 1Y | +14.9% | -29.9% | +44.8% | +22.1% |
| 3Y | +91.8% | +290.3% | -198.5% | +19.0% |
| 5Y | +113.1% | +635.3% | -522.2% | +9.7% |
| 10Y | +703.1% | +1,162.4% | -459.2% | +268.6% |
| All | +703.1% | +1,174.0% | -470.9% | +268.6% |
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 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