+22.7%
XLV vs VST
-26.3%
+49.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.6% |
| 7D | -4.4% | +2.0% | -6.3% | -4.3% |
| 30D | -1.4% | +1.5% | -2.9% | -1.4% |
| 3M | +8.9% | +6.3% | +2.6% | +8.8% |
| 6M | +9.1% | -10.3% | +19.4% | +8.9% |
| YTD | +7.9% | -8.6% | +16.5% | +7.9% |
| 1Y | +22.7% | -29.3% | +52.1% | +22.6% |
| All | +22.7% | -26.3% | +49.0% | +22.6% |
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