+52.9%
XLU vs VST
+264.2%
-211.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.6% | -10.9% | -1.6% |
| 7D | -0.7% | -9.8% | +9.1% | +0.3% |
| 30D | +4.8% | -25.1% | +30.0% | +8.1% |
| 3M | +0.2% | -11.6% | +11.7% | +1.1% |
| 6M | -4.3% | -20.9% | +16.6% | -2.5% |
| YTD | +3.1% | -22.3% | +25.4% | +4.9% |
| 1Y | +0.3% | -32.0% | +32.3% | +3.5% |
| 3Y | +52.9% | +262.4% | -209.5% | +15.7% |
| All | +52.9% | +264.2% | -211.4% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling