+81.7%
XLI vs VUG
+75.2%
+6.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -6.9% | -1.7% | -5.3% | -6.0% |
| 3M | -1.9% | +2.8% | -4.7% | -3.6% |
| 6M | +1.0% | +13.6% | -12.6% | -6.4% |
| YTD | +11.3% | +8.1% | +3.3% | +6.0% |
| 1Y | +15.8% | +13.1% | +2.7% | +7.3% |
| 3Y | +69.8% | +87.0% | -17.1% | +16.8% |
| All | +81.7% | +75.2% | +6.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling