+29.5%
XLB vs VUG
+4.9%
+24.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +2.0% |
| 7D | +3.9% | -3.0% | +6.9% | +4.9% |
| 30D | +8.9% | -6.4% | +15.3% | +11.1% |
| 3M | +4.1% | -3.2% | +7.3% | +5.0% |
| 6M | +7.3% | +3.1% | +4.2% | +5.8% |
| YTD | +20.4% | +6.3% | +14.1% | +16.4% |
| 1Y | +29.5% | +5.2% | +24.4% | +26.0% |
| All | +29.5% | +4.9% | +24.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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