+853.4%
XLI vs VUG
+1,188.6%
-335.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.4% |
| 7D | +3.8% | +2.5% | +1.2% | +1.6% |
| 30D | +1.0% | -6.3% | +7.3% | +6.5% |
| 3M | -8.9% | -6.0% | -2.9% | -4.3% |
| 6M | -2.3% | -3.5% | +1.3% | 0.0% |
| YTD | +9.7% | +3.9% | +5.7% | +4.9% |
| 1Y | +12.3% | +5.1% | +7.2% | +6.3% |
| 3Y | +71.5% | +77.9% | -6.4% | -0.2% |
| 5Y | +70.2% | +62.4% | +7.8% | +3.7% |
| 10Y | +227.5% | +399.4% | -171.9% | -37.0% |
| All | +853.4% | +1,188.6% | -335.2% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling