+24.3%
XLP vs VG
+47.2%
-22.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.7% | +11.1% | +3.1% |
| 7D | +5.9% | -16.4% | +22.2% | +5.3% |
| 30D | +13.5% | -10.8% | +24.2% | +13.1% |
| 3M | +8.4% | -6.3% | +14.7% | +8.3% |
| 6M | +11.5% | -12.5% | +24.1% | +11.2% |
| YTD | +20.6% | +76.9% | -56.3% | +20.8% |
| 1Y | +24.3% | +51.8% | -27.5% | +24.4% |
| All | +24.3% | +47.2% | -22.9% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling