+16.9%
XLB vs VEU
+28.8%
-11.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.7% |
| 7D | -1.4% | +1.1% | -2.5% | -2.1% |
| 30D | -0.4% | +2.2% | -2.6% | -1.8% |
| 3M | +2.0% | +3.0% | -1.0% | -0.1% |
| 6M | +1.8% | +10.9% | -9.0% | -5.2% |
| YTD | +16.6% | +18.2% | -1.6% | +2.0% |
| 1Y | +16.9% | +28.3% | -11.3% | -5.9% |
| All | +16.9% | +28.8% | -11.9% | -5.9% |
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