+81.6%
XLF vs VUG
+78.3%
+3.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | +2.7% | +2.5% | +0.2% | +1.5% |
| 30D | +7.6% | -6.3% | +13.9% | +10.7% |
| 3M | +1.1% | -6.0% | +7.1% | +3.8% |
| 6M | +15.9% | -3.5% | +19.4% | +17.2% |
| YTD | +8.4% | +3.9% | +4.5% | +5.3% |
| 1Y | +12.5% | +5.1% | +7.4% | +8.6% |
| 3Y | +81.6% | +77.9% | +3.7% | +35.4% |
| All | +81.6% | +78.3% | +3.3% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling