+20.5%
VEA vs XLB
+29.8%
-9.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +0.5% |
| 7D | +0.7% | +3.9% | -3.3% | -1.8% |
| 30D | -0.4% | +8.9% | -9.3% | -5.7% |
| 3M | -1.7% | +4.1% | -5.8% | -4.3% |
| 6M | +5.1% | +7.3% | -2.2% | 0.0% |
| YTD | +14.4% | +20.4% | -5.9% | +2.7% |
| 1Y | +20.5% | +29.5% | -9.0% | +3.1% |
| All | +20.5% | +29.8% | -9.3% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling