+250.2%
XLI vs VUG
+419.9%
-169.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -2.3% | -1.9% | -0.4% | -1.0% |
| 30D | -8.2% | -1.6% | -6.6% | -7.2% |
| 3M | +0.8% | +4.4% | -3.6% | -2.4% |
| 6M | +0.8% | +13.2% | -12.4% | -7.9% |
| YTD | +10.5% | +7.5% | +3.0% | +4.5% |
| 1Y | +14.1% | +12.5% | +1.7% | +4.3% |
| 3Y | +68.6% | +86.0% | -17.4% | +5.6% |
| 5Y | +80.4% | +76.5% | +3.9% | +15.1% |
| All | +250.2% | +419.9% | -169.8% | -13.2% |
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