+21.4%
XLB vs VUG
+3.5%
+18.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +0.5% | +2.5% | -2.0% | -0.2% |
| 30D | +5.2% | -6.3% | +11.4% | +7.2% |
| 3M | +0.3% | -6.0% | +6.3% | +2.1% |
| 6M | +1.2% | -3.5% | +4.7% | +2.2% |
| YTD | +16.6% | +3.9% | +12.7% | +13.3% |
| 1Y | +21.4% | +5.1% | +16.3% | +17.5% |
| All | +21.4% | +3.5% | +18.0% | +17.5% |
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