+29.0%
XLB vs VUG
+57.0%
-28.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -1.5% | -3.4% | +1.9% | +0.3% |
| 30D | +6.1% | -11.1% | +17.2% | +12.7% |
| 3M | 0.0% | -7.2% | +7.3% | +3.8% |
| 6M | 0.0% | -4.1% | +4.1% | +1.6% |
| YTD | +16.0% | +1.4% | +14.6% | +14.1% |
| 1Y | +24.7% | +1.9% | +22.8% | +22.2% |
| 3Y | +40.4% | +77.7% | -37.4% | -2.6% |
| All | +29.0% | +57.0% | -28.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling