+2,256.0%
XLK vs VUG
+1,246.8%
+1,009.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +2.3% | +0.9% | +1.4% | +1.4% |
| 30D | -0.1% | -1.4% | +1.4% | +1.5% |
| 3M | +2.1% | +2.3% | -0.2% | 0.0% |
| 6M | +37.2% | +15.7% | +21.5% | +18.4% |
| YTD | +30.8% | +8.6% | +22.2% | +20.8% |
| 1Y | +42.6% | +14.1% | +28.6% | +25.3% |
| 3Y | +121.8% | +87.9% | +33.9% | +16.9% |
| 5Y | +145.7% | +76.3% | +69.4% | +38.3% |
| 10Y | +782.1% | +409.7% | +372.4% | +71.0% |
| All | +2,256.0% | +1,246.8% | +1,009.2% | +66.9% |
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