+145.7%
XLK vs VST
+784.8%
-639.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | +2.3% | +9.9% | -7.6% | -0.1% |
| 30D | -0.1% | +7.9% | -8.0% | -2.0% |
| 3M | +2.1% | +3.4% | -1.3% | +0.9% |
| 6M | +37.2% | -4.1% | +41.3% | +37.1% |
| YTD | +30.8% | -5.7% | +36.5% | +30.4% |
| 1Y | +42.6% | -18.9% | +61.5% | +46.5% |
| 3Y | +121.8% | +359.1% | -237.2% | +30.3% |
| 5Y | +145.7% | +766.9% | -621.2% | +21.8% |
| All | +145.7% | +784.8% | -639.2% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling