+680.7%
XLU vs VUG
+1,240.0%
-559.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -0.4% | -1.7% | +1.2% | +0.4% |
| 3M | -1.7% | +2.8% | -4.6% | -3.5% |
| 6M | -7.1% | +13.6% | -20.7% | -13.7% |
| YTD | +1.9% | +8.1% | -6.1% | -3.0% |
| 1Y | +6.1% | +13.1% | -7.0% | -1.6% |
| 3Y | +48.8% | +87.0% | -38.2% | +2.1% |
| 5Y | +43.8% | +76.0% | -32.2% | -1.0% |
| 10Y | +143.2% | +420.5% | -277.3% | -18.3% |
| All | +680.7% | +1,240.0% | -559.3% | +30.7% |
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