+179.7%
XLV vs VST
+1,175.7%
-996.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.4% |
| 7D | +0.2% | +8.9% | -8.7% | -0.7% |
| 30D | +4.4% | +6.2% | -1.8% | +3.7% |
| 3M | +13.2% | -2.7% | +16.0% | +13.2% |
| 6M | +10.1% | -8.4% | +18.5% | +10.4% |
| YTD | +11.7% | -7.2% | +18.9% | +11.4% |
| 1Y | +26.9% | -20.9% | +47.8% | +28.3% |
| 3Y | +35.0% | +384.0% | -349.0% | -7.5% |
| 5Y | +35.9% | +757.1% | -721.2% | -18.9% |
| All | +179.7% | +1,175.7% | -996.0% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling