+565.5%
XLB vs VUG
+1,157.1%
-591.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.5% |
| 7D | -1.5% | -3.4% | +1.9% | +1.4% |
| 30D | +6.1% | -11.1% | +17.2% | +17.3% |
| 3M | 0.0% | -7.2% | +7.3% | +6.3% |
| 6M | 0.0% | -4.1% | +4.1% | +2.5% |
| YTD | +16.0% | +1.4% | +14.6% | +12.4% |
| 1Y | +24.7% | +1.9% | +22.8% | +20.0% |
| 3Y | +40.4% | +77.7% | -37.4% | -22.8% |
| 5Y | +30.7% | +57.6% | -26.9% | -22.3% |
| 10Y | +173.3% | +398.6% | -225.3% | -55.8% |
| All | +565.5% | +1,157.1% | -591.5% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling