+33.1%
XLV vs VST
+369.1%
-336.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.5% |
| 7D | -2.6% | +9.9% | -12.5% | -2.8% |
| 30D | +0.9% | +7.9% | -7.0% | +0.8% |
| 3M | +10.0% | +3.4% | +6.5% | +9.8% |
| 6M | +10.4% | -4.1% | +14.5% | +10.3% |
| YTD | +8.9% | -5.7% | +14.6% | +8.8% |
| 1Y | +23.4% | -18.9% | +42.2% | +23.5% |
| 3Y | +33.1% | +359.1% | -326.0% | +16.9% |
| All | +33.1% | +369.1% | -336.0% | +16.9% |
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 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