+147.8%
XEL vs VEU
+155.0%
-7.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -0.3% | -1.4% | +1.1% | +0.3% |
| 30D | -3.9% | -0.4% | -3.5% | -3.8% |
| 3M | -2.8% | +2.5% | -5.4% | -4.0% |
| 6M | -5.4% | +11.1% | -16.5% | -10.2% |
| YTD | +3.8% | +16.5% | -12.8% | -3.7% |
| 1Y | +6.8% | +22.9% | -16.1% | -3.4% |
| 3Y | +45.6% | +73.4% | -27.8% | +11.0% |
| 5Y | +30.7% | +56.1% | -25.4% | +3.7% |
| All | +147.8% | +155.0% | -7.2% | +36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling