+51.8%
XLY vs VST
+295.7%
-244.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +2.0% | +6.6% | -4.5% | +1.2% |
| 30D | +7.6% | -12.4% | +20.0% | +9.0% |
| 3M | +1.5% | -9.0% | +10.5% | +2.0% |
| 6M | +1.5% | -6.4% | +7.9% | +1.2% |
| YTD | +1.1% | -17.2% | +18.3% | +1.8% |
| 1Y | +4.3% | -22.0% | +26.3% | +5.7% |
| 3Y | +51.8% | +296.7% | -244.9% | +15.3% |
| All | +51.8% | +295.7% | -244.0% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling