+135.9%
XLU vs VUG
+424.8%
-288.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -3.3% | -1.0% | -2.4% | -3.0% |
| 3M | -3.2% | +3.5% | -6.7% | -4.7% |
| 6M | -7.0% | +14.2% | -21.1% | -12.2% |
| YTD | +0.6% | +8.5% | -7.9% | -3.2% |
| 1Y | +2.4% | +12.9% | -10.4% | -3.2% |
| 3Y | +46.3% | +85.6% | -39.4% | +9.0% |
| 5Y | +44.0% | +78.1% | -34.2% | +7.1% |
| All | +135.9% | +424.8% | -288.9% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling