+124.6%
XLP vs VUG
+391.5%
-266.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | +0.7% | -3.4% | +4.1% | +1.9% |
| 30D | +10.3% | -11.1% | +21.3% | +14.6% |
| 3M | +6.5% | -7.2% | +13.8% | +9.0% |
| 6M | +8.4% | -4.1% | +12.5% | +9.2% |
| YTD | +18.2% | +1.4% | +16.8% | +16.3% |
| 1Y | +22.4% | +1.9% | +20.5% | +20.1% |
| 3Y | +41.9% | +77.7% | -35.8% | +7.6% |
| 5Y | +40.9% | +57.6% | -16.7% | +11.3% |
| All | +124.6% | +391.5% | -266.9% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling