+33.3%
XLV vs VST
+784.8%
-751.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.6% |
| 7D | -2.6% | +9.9% | -12.5% | -3.1% |
| 30D | +0.9% | +7.9% | -7.0% | +0.5% |
| 3M | +10.0% | +3.4% | +6.5% | +9.6% |
| 6M | +10.4% | -4.1% | +14.5% | +10.3% |
| YTD | +8.9% | -5.7% | +14.6% | +8.7% |
| 1Y | +23.4% | -18.9% | +42.2% | +23.8% |
| 3Y | +33.1% | +359.1% | -326.0% | +2.5% |
| 5Y | +33.3% | +766.9% | -733.6% | -6.3% |
| All | +33.3% | +784.8% | -751.6% | -6.3% |
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