+60.9%
VEA vs XLB
+35.5%
+25.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.1% |
| 7D | +0.3% | -2.9% | +3.3% | +2.4% |
| 30D | +0.4% | -3.4% | +3.8% | +2.8% |
| 3M | +4.8% | +1.6% | +3.2% | +3.4% |
| 6M | +11.3% | +3.6% | +7.6% | +8.3% |
| YTD | +17.4% | +14.2% | +3.1% | +6.7% |
| 1Y | +26.2% | +15.6% | +10.6% | +13.6% |
| 3Y | +77.7% | +33.1% | +44.6% | +43.3% |
| 5Y | +60.9% | +35.0% | +25.9% | +26.6% |
| All | +60.9% | +35.5% | +25.4% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling