+215.2%
XLY vs VUG
+424.7%
-209.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.2% |
| 30D | -4.2% | -1.0% | -3.2% | -3.4% |
| 3M | -2.7% | +3.5% | -6.2% | -5.9% |
| 6M | -0.6% | +14.2% | -14.8% | -12.4% |
| YTD | -5.0% | +8.5% | -13.5% | -12.3% |
| 1Y | -4.1% | +12.9% | -17.0% | -14.7% |
| 3Y | +33.6% | +85.6% | -52.0% | -25.7% |
| 5Y | +28.7% | +78.1% | -49.4% | -25.8% |
| All | +215.2% | +424.7% | -209.6% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling