+217.4%
XLY vs VST
+1,175.7%
-958.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.9% | -2.0% |
| 7D | -2.0% | +8.9% | -10.9% | -3.7% |
| 30D | -3.1% | +6.2% | -9.3% | -4.4% |
| 3M | -1.8% | -2.7% | +0.9% | -1.8% |
| 6M | -0.9% | -8.4% | +7.5% | -0.3% |
| YTD | -3.4% | -7.2% | +3.8% | -3.7% |
| 1Y | -1.5% | -20.9% | +19.4% | +0.7% |
| 3Y | +38.8% | +384.0% | -345.2% | -18.0% |
| 5Y | +30.5% | +757.1% | -726.6% | -34.9% |
| All | +217.4% | +1,175.7% | -958.3% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling