+678.4%
XLV vs VUG
+1,232.8%
-554.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | -4.4% | -1.9% | -2.5% | -3.3% |
| 30D | -1.4% | -1.6% | +0.2% | -0.5% |
| 3M | +8.9% | +4.4% | +4.5% | +5.4% |
| 6M | +9.1% | +13.2% | -4.1% | +0.1% |
| YTD | +7.9% | +7.5% | +0.4% | +2.1% |
| 1Y | +22.7% | +12.5% | +10.3% | +12.5% |
| 3Y | +31.9% | +86.0% | -54.0% | -15.1% |
| 5Y | +34.9% | +76.5% | -41.6% | -13.0% |
| 10Y | +173.9% | +417.7% | -243.8% | -20.8% |
| All | +678.4% | +1,232.8% | -554.5% | +11.7% |
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