+332.1%
XLB vs VEU
+174.2%
+157.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.5% | +2.1% | -1.6% | -1.4% |
| 30D | +5.2% | -0.9% | +6.1% | +6.0% |
| 3M | +0.3% | -5.4% | +5.7% | +5.3% |
| 6M | +1.2% | -1.8% | +3.0% | +2.3% |
| YTD | +16.6% | +10.9% | +5.7% | +5.0% |
| 1Y | +21.4% | +13.6% | +7.9% | +6.9% |
| 3Y | +43.2% | +69.3% | -26.0% | -13.1% |
| 5Y | +28.0% | +48.1% | -20.1% | -12.0% |
| 10Y | +164.8% | +148.0% | +16.8% | +15.1% |
| All | +332.1% | +174.2% | +157.9% | +74.1% |
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