+54.0%
XLV vs VST
+633.9%
-579.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | +2.2% | +6.6% | -4.4% | +1.9% |
| 30D | +8.6% | -12.4% | +20.9% | +9.0% |
| 3M | +12.6% | -9.0% | +21.6% | +12.7% |
| 6M | +29.8% | -6.4% | +36.2% | +29.5% |
| YTD | +23.5% | -17.2% | +40.7% | +23.6% |
| 1Y | +25.7% | -22.0% | +47.7% | +26.2% |
| 3Y | +56.3% | +296.7% | -240.3% | +18.6% |
| All | +54.0% | +633.9% | -579.8% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling