+8.1%
XLU vs VST
-19.6%
+27.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.6% |
| 7D | +2.1% | +9.9% | -7.8% | +0.7% |
| 30D | -0.4% | +7.9% | -8.3% | -1.5% |
| 3M | +0.5% | +3.4% | -2.9% | -0.4% |
| 6M | -5.8% | -4.1% | -1.7% | -5.7% |
| YTD | +3.1% | -5.7% | +8.8% | +3.2% |
| 1Y | +8.1% | -18.9% | +27.0% | +10.1% |
| All | +8.1% | -19.6% | +27.7% | +10.1% |
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 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