+127.5%
XLP vs VST
+996.4%
-868.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.2% | +5.4% | -0.4% |
| 7D | +3.5% | -19.9% | +23.4% | +4.8% |
| 30D | +11.6% | -29.7% | +41.2% | +13.8% |
| 3M | +7.6% | -19.6% | +27.2% | +8.6% |
| 6M | +10.0% | -29.4% | +39.4% | +11.8% |
| YTD | +19.7% | -29.7% | +49.4% | +21.1% |
| 1Y | +23.5% | -40.0% | +63.5% | +26.4% |
| 3Y | +44.0% | +231.0% | -187.0% | +7.6% |
| 5Y | +42.7% | +500.1% | -457.4% | -5.8% |
| All | +127.5% | +996.4% | -868.9% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling