+22.4%
XLP vs VUG
+0.3%
+22.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.1% |
| 7D | +0.7% | -3.4% | +4.1% | +0.2% |
| 30D | +10.3% | -11.1% | +21.3% | +8.0% |
| 3M | +6.5% | -7.2% | +13.8% | +5.0% |
| 6M | +8.4% | -4.1% | +12.5% | +7.5% |
| YTD | +18.2% | +1.4% | +16.8% | +16.1% |
| 1Y | +22.4% | +1.9% | +20.5% | +20.4% |
| All | +22.4% | +0.3% | +22.1% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling