+44.0%
XLP vs VUG
+62.0%
-18.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +2.5% | +2.5% | 0.0% | +2.1% |
| 30D | +7.3% | -6.3% | +13.6% | +8.5% |
| 3M | +8.1% | -6.0% | +14.1% | +9.1% |
| 6M | +10.5% | -3.5% | +14.0% | +10.8% |
| YTD | +21.2% | +3.9% | +17.3% | +19.4% |
| 1Y | +22.7% | +5.1% | +17.6% | +20.6% |
| 3Y | +44.8% | +77.9% | -33.1% | +21.1% |
| All | +44.0% | +62.0% | -18.0% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling