+30.8%
XLV vs VUG
+86.2%
-55.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | -1.8% | -1.0% | -0.9% | -1.6% |
| 3M | +7.8% | +3.5% | +4.3% | +6.7% |
| 6M | +9.1% | +14.2% | -5.1% | +4.8% |
| YTD | +7.7% | +8.5% | -0.8% | +4.9% |
| 1Y | +20.4% | +12.9% | +7.5% | +15.7% |
| 3Y | +30.8% | +85.6% | -54.9% | +4.2% |
| All | +30.8% | +86.2% | -55.5% | +4.2% |
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