+15.5%
XLU vs VG
-49.4%
+64.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +0.7% | -7.7% | +8.4% | +0.8% |
| 30D | +5.6% | -8.8% | +14.4% | +5.7% |
| 3M | +2.1% | -15.6% | +17.8% | +2.4% |
| 6M | -0.9% | +5.2% | -6.1% | -1.3% |
| YTD | +4.6% | +76.9% | -72.3% | +0.7% |
| 1Y | +0.3% | +42.5% | -42.2% | -2.5% |
| All | +15.5% | -49.4% | +64.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling