+129.7%
XLP vs VST
+929.5%
-799.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -13.8% | +17.2% | +4.2% |
| 7D | +5.9% | -15.7% | +21.6% | +6.9% |
| 30D | +13.5% | -17.0% | +30.4% | +14.4% |
| 3M | +8.4% | -15.9% | +24.3% | +9.1% |
| 6M | +11.5% | -25.0% | +36.5% | +12.9% |
| YTD | +20.6% | -25.1% | +45.7% | +21.6% |
| 1Y | +24.3% | -34.9% | +59.2% | +26.6% |
| 3Y | +45.1% | +252.7% | -207.6% | +8.4% |
| 5Y | +44.6% | +582.3% | -537.7% | -5.5% |
| 10Y | +133.1% | +1,076.6% | -943.5% | +44.3% |
| All | +129.7% | +929.5% | -799.8% | +42.6% |
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