+40.4%
XLB vs VUG
+78.4%
-38.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -1.5% | -3.4% | +1.9% | 0.0% |
| 30D | +6.1% | -11.1% | +17.2% | +11.7% |
| 3M | 0.0% | -7.2% | +7.3% | +3.2% |
| 6M | 0.0% | -4.1% | +4.1% | +1.3% |
| YTD | +16.0% | +1.4% | +14.6% | +14.2% |
| 1Y | +24.7% | +1.9% | +22.8% | +22.4% |
| 3Y | +40.4% | +77.7% | -37.4% | +1.8% |
| All | +40.4% | +78.4% | -38.0% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling