+28.3%
XLP vs VST
+372.0%
-343.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.7% |
| 7D | -1.0% | +8.9% | -9.9% | -0.8% |
| 30D | -0.9% | +6.2% | -7.1% | -0.7% |
| 3M | +3.8% | -2.7% | +6.5% | +3.8% |
| 6M | -1.7% | -8.4% | +6.6% | -1.7% |
| YTD | +10.3% | -7.2% | +17.5% | +10.3% |
| 1Y | +7.8% | -20.9% | +28.7% | +7.7% |
| All | +28.3% | +372.0% | -343.7% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling