+217.7%
XLF vs VUG
+398.3%
-180.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | +2.7% | +2.5% | +0.2% | +0.9% |
| 30D | +7.6% | -6.3% | +13.9% | +12.2% |
| 3M | +1.1% | -6.0% | +7.1% | +5.1% |
| 6M | +15.9% | -3.5% | +19.4% | +17.7% |
| YTD | +8.4% | +3.9% | +4.5% | +4.1% |
| 1Y | +12.5% | +5.1% | +7.4% | +7.1% |
| 3Y | +81.6% | +77.9% | +3.7% | +14.4% |
| 5Y | +59.3% | +62.4% | -3.1% | +6.1% |
| All | +217.7% | +398.3% | -180.6% | -23.3% |
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