+161.1%
XLU vs VST
+1,153.0%
-991.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.2% | +19.2% | -18.0% | -2.2% |
| 30D | +4.6% | -17.2% | +21.8% | +7.7% |
| 3M | +0.7% | -8.1% | +8.8% | +1.3% |
| 6M | -1.7% | -8.1% | +6.4% | -1.6% |
| YTD | +4.8% | -16.3% | +21.0% | +5.8% |
| 1Y | +0.2% | -24.1% | +24.3% | +3.0% |
| 3Y | +58.9% | +300.2% | -241.4% | +0.2% |
| 5Y | +52.8% | +645.9% | -593.1% | -19.7% |
| All | +161.1% | +1,153.0% | -991.9% | +30.3% |
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