+589.9%
XLP vs VUG
+1,251.8%
-661.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 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% | +3.7% |
| 6M | -1.7% | +14.6% | -16.4% | -8.4% |
| YTD | +10.3% | +9.0% | +1.2% | +5.0% |
| 1Y | +7.8% | +14.9% | -7.1% | -0.2% |
| 3Y | +27.2% | +86.0% | -58.8% | -9.5% |
| 5Y | +32.5% | +76.7% | -44.2% | -5.7% |
| 10Y | +101.8% | +411.3% | -309.5% | -22.9% |
| All | +589.9% | +1,251.8% | -661.9% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling