+136.0%
XLC vs VUG
+251.6%
-115.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.8% |
| 7D | +3.7% | +2.5% | +1.2% | +1.6% |
| 30D | -1.9% | -6.3% | +4.4% | +3.1% |
| 3M | -3.1% | -6.0% | +2.9% | +1.6% |
| 6M | -6.4% | -3.5% | -2.8% | -4.4% |
| YTD | -6.8% | +3.9% | -10.8% | -11.0% |
| 1Y | -1.7% | +5.1% | -6.8% | -7.1% |
| 3Y | +64.7% | +77.9% | -13.2% | -3.6% |
| 5Y | +41.1% | +62.4% | -21.3% | -11.1% |
| All | +136.0% | +251.6% | -115.6% | -27.5% |
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