+649.2%
XLP vs VUG
+1,145.8%
-496.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +1.7% |
| 7D | +3.5% | -7.1% | +10.6% | +6.8% |
| 30D | +11.6% | -12.1% | +23.7% | +17.8% |
| 3M | +7.6% | -8.1% | +15.8% | +11.3% |
| 6M | +10.0% | -3.2% | +13.2% | +10.6% |
| YTD | +19.7% | +0.5% | +19.3% | +17.8% |
| 1Y | +23.5% | -0.7% | +24.1% | +22.0% |
| 3Y | +44.0% | +77.1% | -33.2% | +4.2% |
| 5Y | +42.7% | +56.2% | -13.5% | +7.4% |
| 10Y | +131.3% | +394.1% | -262.7% | -11.1% |
| All | +649.2% | +1,145.8% | -496.5% | +63.6% |
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 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