+556.9%
XEL vs VEU
+188.7%
+368.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -0.9% | +0.7% | -1.5% | -1.2% |
| 3M | -1.4% | +4.7% | -6.1% | -3.5% |
| 6M | -5.8% | +11.6% | -17.4% | -10.6% |
| YTD | +4.7% | +16.8% | -12.1% | -2.7% |
| 1Y | +9.1% | +24.9% | -15.8% | -1.6% |
| 3Y | +47.8% | +75.7% | -27.9% | +14.2% |
| 5Y | +29.0% | +56.1% | -27.1% | +3.9% |
| 10Y | +154.0% | +153.6% | +0.4% | +61.9% |
| All | +556.9% | +188.7% | +368.2% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling