+248.8%
XLF vs VUG
+424.7%
-175.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | 0.0% |
| 7D | -1.5% | -0.5% | -1.0% | -1.1% |
| 30D | -1.2% | -1.0% | -0.2% | -0.5% |
| 3M | +9.2% | +3.5% | +5.7% | +6.2% |
| 6M | +16.3% | +14.2% | +2.1% | +5.1% |
| YTD | +5.4% | +8.5% | -3.1% | -1.3% |
| 1Y | +7.6% | +12.9% | -5.3% | -2.4% |
| 3Y | +74.2% | +85.6% | -11.4% | +6.9% |
| 5Y | +66.1% | +78.1% | -12.0% | +3.2% |
| All | +248.8% | +424.7% | -175.9% | -17.0% |
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