+22.9%
XLY vs VST
+633.9%
-611.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +2.0% | +6.6% | -4.5% | +1.0% |
| 30D | +7.6% | -12.4% | +20.0% | +9.4% |
| 3M | +1.5% | -9.0% | +10.5% | +2.2% |
| 6M | +1.5% | -6.4% | +7.9% | +1.1% |
| YTD | +1.1% | -17.2% | +18.3% | +1.9% |
| 1Y | +4.3% | -22.0% | +26.3% | +6.0% |
| 3Y | +51.8% | +296.7% | -244.9% | -10.9% |
| All | +22.9% | +633.9% | -611.0% | -43.7% |
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