+23.3%
XLB vs VG
+51.8%
-28.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.6% |
| 7D | -1.6% | +5.5% | -7.1% | -1.4% |
| 30D | +7.2% | -3.6% | +10.8% | +7.1% |
| 3M | 0.0% | -4.0% | +4.0% | 0.0% |
| 6M | +2.3% | +9.4% | -7.1% | +2.9% |
| YTD | +18.4% | +86.6% | -68.2% | +13.0% |
| 1Y | +23.3% | +69.5% | -46.2% | +17.8% |
| All | +23.3% | +51.8% | -28.4% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling