+46.1%
XLU vs VST
+761.6%
-715.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | -1.3% | -2.7% | +1.4% | -1.3% |
| 6M | -7.6% | -8.4% | +0.7% | -7.1% |
| YTD | +2.3% | -7.2% | +9.5% | +2.3% |
| 1Y | +5.8% | -20.9% | +26.7% | +7.9% |
| 3Y | +50.5% | +384.0% | -333.5% | -3.7% |
| All | +46.1% | +761.6% | -715.5% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling