+170.2%
XLV vs VST
+1,156.5%
-986.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -4.4% | +2.0% | -6.3% | -4.6% |
| 30D | -1.4% | +1.5% | -2.9% | -1.6% |
| 3M | +8.9% | +6.3% | +2.6% | +7.8% |
| 6M | +9.1% | -10.3% | +19.4% | +9.6% |
| YTD | +7.9% | -8.6% | +16.5% | +7.8% |
| 1Y | +22.7% | -29.3% | +52.1% | +25.8% |
| 3Y | +31.9% | +344.9% | -313.0% | -8.2% |
| 5Y | +34.9% | +774.8% | -739.9% | -20.0% |
| All | +170.2% | +1,156.5% | -986.2% | +51.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling