+46.3%
XLU vs VUG
+86.2%
-40.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -3.3% | -1.0% | -2.4% | -3.2% |
| 3M | -3.2% | +3.5% | -6.7% | -3.7% |
| 6M | -7.0% | +14.2% | -21.1% | -9.2% |
| YTD | +0.6% | +8.5% | -7.9% | -0.9% |
| 1Y | +2.4% | +12.9% | -10.4% | 0.0% |
| 3Y | +46.3% | +85.6% | -39.4% | +23.7% |
| All | +46.3% | +86.2% | -40.0% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling