+35.1%
XLB vs VEU
+56.2%
-21.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -2.9% | +0.3% | -3.3% | -3.2% |
| 30D | -3.4% | +0.7% | -4.0% | -4.0% |
| 3M | +1.6% | +4.7% | -3.1% | -2.8% |
| 6M | +3.6% | +11.6% | -8.0% | -7.0% |
| YTD | +14.2% | +16.8% | -2.6% | -1.9% |
| 1Y | +15.6% | +24.9% | -9.3% | -7.0% |
| 3Y | +33.1% | +75.7% | -42.6% | -23.6% |
| 5Y | +35.1% | +56.1% | -21.1% | -14.5% |
| All | +35.1% | +56.2% | -21.1% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling