+209.2%
XLY vs VST
+1,156.5%
-947.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.1% |
| 7D | -3.9% | +2.0% | -5.8% | -4.3% |
| 30D | -6.1% | +1.5% | -7.6% | -6.5% |
| 3M | -1.2% | +6.3% | -7.4% | -2.9% |
| 6M | -1.8% | -10.3% | +8.5% | -0.8% |
| YTD | -5.9% | -8.6% | +2.7% | -5.9% |
| 1Y | -3.1% | -29.3% | +26.2% | +1.6% |
| 3Y | +36.0% | +344.9% | -308.9% | -17.8% |
| 5Y | +27.6% | +774.8% | -747.2% | -36.8% |
| All | +209.2% | +1,156.5% | -947.2% | +40.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling