+210.6%
XLY vs VST
+1,191.1%
-980.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -2.1% | +5.3% | -7.4% | -3.1% |
| 30D | -6.0% | +5.8% | -11.8% | -7.2% |
| 3M | -2.7% | +3.5% | -6.2% | -4.0% |
| 6M | -1.5% | -7.4% | +5.9% | -1.1% |
| YTD | -5.4% | -6.1% | +0.6% | -5.9% |
| 1Y | -3.8% | -21.6% | +17.8% | -1.5% |
| 3Y | +36.6% | +357.2% | -320.6% | -17.9% |
| 5Y | +27.4% | +777.0% | -749.7% | -36.8% |
| All | +210.6% | +1,191.1% | -980.5% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling