+163.9%
XLE vs VUG
+405.9%
-242.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.0% |
| 7D | -7.9% | +0.5% | -8.4% | -8.3% |
| 30D | -4.8% | -8.2% | +3.4% | -0.4% |
| 3M | +8.4% | -5.4% | +13.8% | +11.2% |
| 6M | +12.7% | -2.5% | +15.2% | +12.9% |
| YTD | +41.3% | +4.2% | +37.1% | +34.9% |
| 1Y | +42.3% | +5.0% | +37.3% | +34.9% |
| 3Y | +65.1% | +81.7% | -16.7% | +6.3% |
| 5Y | +150.2% | +62.5% | +87.7% | +71.2% |
| 10Y | +163.9% | +396.3% | -232.4% | -28.4% |
| All | +163.9% | +405.9% | -242.0% | -28.4% |
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 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