+338.6%
XLB vs VEU
+176.7%
+161.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.2% |
| 30D | +7.2% | -1.0% | +8.2% | +8.1% |
| 3M | 0.0% | -3.6% | +3.6% | +3.3% |
| 6M | +2.3% | -1.2% | +3.5% | +2.8% |
| YTD | +18.4% | +12.0% | +6.4% | +5.6% |
| 1Y | +23.3% | +13.9% | +9.5% | +8.3% |
| 3Y | +45.2% | +71.3% | -26.1% | -12.9% |
| 5Y | +31.0% | +50.3% | -19.3% | -11.2% |
| 10Y | +168.8% | +150.3% | +18.4% | +15.8% |
| All | +338.6% | +176.7% | +161.9% | +75.2% |
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