+36.2%
XLC vs VUG
+57.0%
-20.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | +4.9% | -3.4% | +8.3% | +7.5% |
| 30D | -5.8% | -11.1% | +5.3% | +2.8% |
| 3M | -5.4% | -7.2% | +1.8% | -0.2% |
| 6M | -10.2% | -4.1% | -6.0% | -7.9% |
| YTD | -10.2% | +1.4% | -11.6% | -12.2% |
| 1Y | -5.6% | +1.9% | -7.5% | -8.3% |
| 3Y | +61.0% | +77.7% | -16.7% | -4.3% |
| All | +36.2% | +57.0% | -20.8% | -14.2% |
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 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