+28.9%
XLY vs VST
+784.9%
-755.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -0.5% | +9.9% | -10.4% | -2.1% |
| 30D | -4.9% | +7.9% | -12.8% | -6.2% |
| 3M | -1.0% | +3.4% | -4.4% | -2.1% |
| 6M | 0.0% | -4.1% | +4.1% | -0.3% |
| YTD | -4.2% | -5.7% | +1.5% | -4.6% |
| 1Y | -2.7% | -18.9% | +16.2% | -1.2% |
| 3Y | +38.4% | +359.1% | -320.6% | -17.7% |
| 5Y | +28.9% | +766.9% | -738.0% | -36.1% |
| All | +28.9% | +784.9% | -755.9% | -36.1% |
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