+162.6%
XLE vs VUG
+392.2%
-229.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -12.0% | -3.4% | -8.6% | -10.3% |
| 30D | -2.7% | -11.1% | +8.3% | +3.6% |
| 3M | +6.6% | -7.2% | +13.8% | +10.6% |
| 6M | +9.5% | -4.1% | +13.7% | +10.7% |
| YTD | +40.6% | +1.4% | +39.2% | +36.3% |
| 1Y | +43.6% | +1.9% | +41.7% | +38.5% |
| 3Y | +58.1% | +77.7% | -19.7% | +3.0% |
| 5Y | +152.2% | +57.6% | +94.6% | +75.8% |
| All | +162.6% | +392.2% | -229.7% | -27.7% |
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