+134.0%
XLC vs VUG
+249.9%
-115.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.0% |
| 7D | +6.2% | -1.2% | +7.4% | +7.1% |
| 30D | -2.4% | -8.9% | +6.5% | +5.1% |
| 3M | -3.3% | -5.9% | +2.6% | +1.3% |
| 6M | -7.3% | -3.3% | -4.0% | -5.5% |
| YTD | -7.6% | +3.4% | -11.0% | -11.4% |
| 1Y | -3.7% | +1.9% | -5.6% | -6.5% |
| 3Y | +62.9% | +76.9% | -14.0% | -4.2% |
| 5Y | +41.6% | +63.9% | -22.2% | -11.5% |
| All | +134.0% | +249.9% | -115.9% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling