+150.6%
XLU vs VST
+1,196.4%
-1,045.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.6% |
| 7D | +2.1% | +9.9% | -7.8% | +0.3% |
| 30D | -0.4% | +7.9% | -8.3% | -1.9% |
| 3M | +0.5% | +3.4% | -2.9% | -0.6% |
| 6M | -5.8% | -4.1% | -1.7% | -5.9% |
| YTD | +3.1% | -5.7% | +8.8% | +2.8% |
| 1Y | +8.1% | -18.9% | +27.0% | +10.2% |
| 3Y | +50.5% | +359.1% | -308.5% | -6.4% |
| 5Y | +44.7% | +766.9% | -722.2% | -25.3% |
| All | +150.6% | +1,196.4% | -1,045.8% | +22.1% |
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