+0.4%
XLY vs VG
-38.0%
+38.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.5% |
| 30D | -4.9% | +11.1% | -16.0% | -5.2% |
| 3M | -1.0% | +14.9% | -15.9% | -1.6% |
| 6M | 0.0% | +18.4% | -18.3% | -1.8% |
| YTD | -4.2% | +116.6% | -120.7% | -11.4% |
| 1Y | -2.7% | +9.4% | -12.0% | -4.3% |
| All | +0.4% | -38.0% | +38.4% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling