-1.4%
XLY vs VG
-34.8%
+33.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -3.9% | +7.0% | -10.9% | -4.0% |
| 30D | -6.1% | +17.2% | -23.4% | -6.5% |
| 3M | -1.2% | +16.8% | -17.9% | -1.7% |
| 6M | -1.8% | +36.3% | -38.1% | -4.4% |
| YTD | -5.9% | +127.9% | -133.8% | -13.1% |
| 1Y | -3.1% | +11.7% | -14.8% | -4.5% |
| All | -1.4% | -34.8% | +33.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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