+568.7%
XLB vs VUG
+1,251.8%
-683.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | +0.1% |
| 7D | -1.4% | -0.1% | -1.3% | -1.3% |
| 30D | -0.4% | -0.3% | -0.1% | -0.2% |
| 3M | +2.0% | -0.7% | +2.7% | +2.0% |
| 6M | +1.8% | +14.6% | -12.8% | -11.0% |
| YTD | +16.6% | +9.0% | +7.6% | +6.4% |
| 1Y | +16.9% | +14.9% | +2.1% | +1.4% |
| 3Y | +32.6% | +86.0% | -53.5% | -29.6% |
| 5Y | +35.6% | +76.7% | -41.0% | -27.2% |
| 10Y | +160.0% | +411.3% | -251.3% | -58.2% |
| All | +568.7% | +1,251.8% | -683.1% | -63.2% |
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