+56.3%
XLV vs VST
+295.7%
-239.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | +2.2% | +6.6% | -4.4% | +2.1% |
| 30D | +8.6% | -12.4% | +20.9% | +8.6% |
| 3M | +12.6% | -9.0% | +21.6% | +12.6% |
| 6M | +29.8% | -6.4% | +36.2% | +29.5% |
| YTD | +23.5% | -17.2% | +40.7% | +23.4% |
| 1Y | +25.7% | -22.0% | +47.7% | +25.8% |
| 3Y | +56.3% | +296.7% | -240.3% | +46.7% |
| All | +56.3% | +295.7% | -239.4% | +46.7% |
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 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