+37.8%
XLC vs VUG
+76.0%
-38.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.6% | +0.9% | -0.3% | -0.1% |
| 30D | +0.2% | -1.4% | +1.7% | +1.3% |
| 3M | +0.6% | +2.3% | -1.7% | -1.5% |
| 6M | -4.5% | +15.7% | -20.2% | -15.4% |
| YTD | -4.7% | +8.6% | -13.3% | -11.4% |
| 1Y | -1.7% | +14.1% | -15.7% | -12.4% |
| 3Y | +72.3% | +87.9% | -15.6% | -1.4% |
| 5Y | +37.8% | +76.3% | -38.6% | -19.4% |
| All | +37.8% | +76.0% | -38.2% | -19.4% |
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