+666.0%
XLK vs VST
+968.1%
-302.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.6% | -9.1% | -1.2% |
| 7D | -8.2% | -9.8% | +1.6% | -6.2% |
| 30D | -18.2% | -25.1% | +6.9% | -12.6% |
| 3M | -11.0% | -11.6% | +0.6% | -9.0% |
| 6M | -2.9% | -20.9% | +18.0% | +1.5% |
| YTD | +14.8% | -22.3% | +37.1% | +19.2% |
| 1Y | +14.5% | -32.0% | +46.5% | +22.6% |
| 3Y | +94.2% | +262.4% | -168.2% | +23.5% |
| 5Y | +104.6% | +563.4% | -458.7% | +8.8% |
| 10Y | +690.2% | +1,120.7% | -430.5% | +269.6% |
| All | +666.0% | +968.1% | -302.1% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling