+34.1%
XLP vs VUG
+76.6%
-42.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.9% | -0.3% | -0.6% | -0.8% |
| 3M | +3.8% | -0.7% | +4.5% | +3.8% |
| 6M | -1.7% | +14.6% | -16.4% | -4.8% |
| YTD | +10.3% | +9.0% | +1.2% | +7.9% |
| 1Y | +7.8% | +14.9% | -7.1% | +4.0% |
| 3Y | +27.2% | +86.0% | -58.8% | +5.7% |
| All | +34.1% | +76.6% | -42.6% | +7.1% |
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