+94.5%
XLK vs VST
+295.7%
-201.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | +3.4% | +6.6% | -3.2% | +1.9% |
| 30D | -10.6% | -12.4% | +1.8% | -8.3% |
| 3M | -10.6% | -9.0% | -1.6% | -9.4% |
| 6M | -3.5% | -6.4% | +3.0% | -3.1% |
| YTD | +18.7% | -17.2% | +35.9% | +21.1% |
| 1Y | +19.4% | -22.0% | +41.5% | +23.2% |
| 3Y | +94.5% | +296.7% | -202.2% | +40.9% |
| All | +94.5% | +295.7% | -201.3% | +40.9% |
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