-65.6%
XE vs VEU
+3.3%
-68.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.0% | -10.4% | -12.8% |
| 7D | -12.9% | +0.2% | -13.1% | -13.5% |
| 30D | -30.3% | -2.1% | -28.1% | -26.4% |
| 3M | -45.9% | -2.7% | -43.2% | -41.8% |
| 6M | -66.2% | +3.2% | -69.4% | -68.3% |
| All | -65.6% | +3.3% | -68.9% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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