+887.4%
XLI vs VUG
+1,251.8%
-364.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | -5.9% | -0.3% | -5.6% | -5.7% |
| 3M | -0.3% | -0.7% | +0.4% | -0.1% |
| 6M | +0.1% | +14.6% | -14.5% | -11.5% |
| YTD | +13.6% | +9.0% | +4.6% | +4.6% |
| 1Y | +17.2% | +14.9% | +2.3% | +2.9% |
| 3Y | +68.2% | +86.0% | -17.8% | -5.6% |
| 5Y | +80.7% | +76.7% | +4.0% | +2.2% |
| 10Y | +253.3% | +411.3% | -158.0% | -32.9% |
| All | +887.4% | +1,251.8% | -364.4% | -30.3% |
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 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