+136.8%
XLP vs VST
+1,169.0%
-1,032.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.4% |
| 7D | -0.5% | +10.9% | -11.5% | -1.2% |
| 30D | +8.3% | -15.6% | +23.9% | +9.3% |
| 3M | +8.7% | -7.8% | +16.5% | +8.8% |
| 6M | +11.2% | -12.0% | +23.1% | +11.3% |
| YTD | +20.0% | -16.9% | +36.9% | +20.1% |
| 1Y | +21.3% | -25.1% | +46.4% | +22.4% |
| 3Y | +43.8% | +297.1% | -253.2% | +6.0% |
| 5Y | +43.3% | +641.9% | -598.6% | -7.3% |
| 10Y | +136.8% | +1,142.3% | -1,005.5% | +43.5% |
| All | +136.8% | +1,169.0% | -1,032.3% | +43.5% |
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 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