+170.7%
XLE vs VUG
+408.5%
-237.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | 0.0% | +0.9% | -0.9% | -0.5% |
| 30D | +12.6% | -1.4% | +14.1% | +13.5% |
| 3M | +11.8% | +2.3% | +9.5% | +9.6% |
| 6M | +16.1% | +15.7% | +0.4% | +4.8% |
| YTD | +46.9% | +8.6% | +38.2% | +37.5% |
| 1Y | +53.3% | +14.1% | +39.2% | +38.6% |
| 3Y | +54.9% | +87.9% | -33.0% | -2.0% |
| 5Y | +225.7% | +76.3% | +149.4% | +110.1% |
| 10Y | +170.7% | +409.7% | -239.0% | -33.6% |
| All | +170.7% | +408.5% | -237.9% | -33.6% |
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