+694.6%
XLK vs VST
+1,046.2%
-351.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.3% | -3.6% | +1.9% |
| 7D | -1.9% | -0.5% | -1.4% | -2.2% |
| 30D | -14.0% | -17.1% | +3.0% | -10.4% |
| 3M | -9.0% | -4.6% | -4.4% | -8.7% |
| 6M | -2.4% | -9.1% | +6.7% | -1.4% |
| YTD | +19.1% | -16.6% | +35.7% | +21.5% |
| 1Y | +19.2% | -29.5% | +48.7% | +26.4% |
| 3Y | +99.1% | +297.5% | -198.5% | +23.6% |
| 5Y | +112.0% | +654.5% | -542.6% | +9.2% |
| 10Y | +699.4% | +1,205.2% | -505.8% | +267.5% |
| All | +694.6% | +1,046.2% | -351.6% | +267.2% |
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