+234.9%
XLY vs VST
+1,042.1%
-807.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.4% |
| 7D | -1.1% | +10.9% | -12.0% | -3.2% |
| 30D | +7.8% | -15.6% | +23.4% | +10.6% |
| 3M | +1.7% | -7.8% | +9.5% | +2.2% |
| 6M | +1.8% | -12.0% | +13.7% | +2.6% |
| YTD | +2.0% | -16.9% | +18.9% | +2.8% |
| 1Y | +1.8% | -25.1% | +26.9% | +4.7% |
| 3Y | +53.7% | +297.1% | -243.4% | -5.7% |
| 5Y | +24.2% | +641.9% | -617.7% | -36.6% |
| 10Y | +236.3% | +1,142.3% | -906.0% | +53.9% |
| All | +234.9% | +1,042.1% | -807.2% | +53.3% |
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 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