+26.9%
XLV vs VST
-20.6%
+47.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.0% |
| 7D | +0.2% | +8.9% | -8.7% | +0.4% |
| 30D | +4.4% | +6.2% | -1.8% | +4.6% |
| 3M | +13.2% | -2.7% | +16.0% | +13.1% |
| 6M | +10.1% | -8.4% | +18.5% | +9.9% |
| YTD | +11.7% | -7.2% | +18.9% | +11.7% |
| 1Y | +26.9% | -20.9% | +47.8% | +26.9% |
| All | +26.9% | -20.6% | +47.5% | +26.9% |
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