+33.6%
XLY vs VUG
+86.2%
-52.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.3% |
| 30D | -4.2% | -1.0% | -3.2% | -3.4% |
| 3M | -2.7% | +3.5% | -6.2% | -5.7% |
| 6M | -0.6% | +14.2% | -14.8% | -11.9% |
| YTD | -5.0% | +8.5% | -13.5% | -12.0% |
| 1Y | -4.1% | +12.9% | -17.0% | -14.3% |
| 3Y | +33.6% | +85.6% | -52.0% | -25.9% |
| All | +33.6% | +86.2% | -52.6% | -25.9% |
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