+94.2%
XLK vs VST
+264.2%
-170.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.6% | -9.1% | -1.0% |
| 7D | -8.2% | -9.8% | +1.6% | -6.4% |
| 30D | -18.2% | -25.1% | +6.9% | -13.1% |
| 3M | -11.0% | -11.6% | +0.6% | -9.2% |
| 6M | -2.9% | -20.9% | +18.0% | +1.2% |
| YTD | +14.8% | -22.3% | +37.1% | +18.9% |
| 1Y | +14.5% | -32.0% | +46.5% | +21.9% |
| 3Y | +94.2% | +262.4% | -168.2% | +47.5% |
| All | +94.2% | +264.2% | -170.0% | +47.5% |
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