+173.9%
XLE vs VUG
+405.4%
-231.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.9% |
| 7D | -0.2% | -1.1% | +0.8% | +0.3% |
| 30D | -4.0% | -7.0% | +3.0% | -0.3% |
| 3M | +4.6% | -3.7% | +8.3% | +6.3% |
| 6M | +12.3% | -1.6% | +13.9% | +11.9% |
| YTD | +44.5% | +5.1% | +39.4% | +37.3% |
| 1Y | +42.4% | +3.8% | +38.7% | +36.2% |
| 3Y | +67.0% | +79.9% | -12.8% | +8.5% |
| 5Y | +161.9% | +66.4% | +95.5% | +76.0% |
| 10Y | +173.9% | +405.3% | -231.4% | -26.0% |
| All | +173.9% | +405.4% | -231.5% | -26.0% |
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