+158.3%
VEA vs XLB
+289.9%
-131.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +2.3% | +0.5% | +1.7% | +1.9% |
| 30D | +0.2% | +5.2% | -5.0% | -3.6% |
| 3M | -5.3% | +0.3% | -5.6% | -5.7% |
| 6M | -0.9% | +1.2% | -2.1% | -2.2% |
| YTD | +12.2% | +16.6% | -4.4% | -0.6% |
| 1Y | +16.1% | +21.4% | -5.3% | -0.3% |
| 3Y | +73.0% | +43.2% | +29.8% | +29.7% |
| 5Y | +53.7% | +28.0% | +25.7% | +24.2% |
| 10Y | +159.3% | +164.8% | -5.4% | +14.1% |
| All | +158.3% | +289.9% | -131.6% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling