+5.8%
XLU vs VST
-20.6%
+26.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.4% |
| 7D | +0.8% | +8.9% | -8.1% | -0.5% |
| 30D | -1.3% | +6.2% | -7.5% | -2.2% |
| 3M | -1.3% | -2.7% | +1.4% | -1.3% |
| 6M | -7.6% | -8.4% | +0.7% | -7.0% |
| YTD | +2.3% | -7.2% | +9.5% | +2.5% |
| 1Y | +5.8% | -20.9% | +26.7% | +7.9% |
| All | +5.8% | -20.6% | +26.4% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling