+331.9%
XLB vs VEU
+192.1%
+139.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.8% |
| 7D | -1.4% | +1.1% | -2.5% | -2.4% |
| 30D | -0.4% | +2.2% | -2.6% | -2.4% |
| 3M | +2.0% | +3.0% | -1.0% | -1.1% |
| 6M | +1.8% | +10.9% | -9.0% | -8.1% |
| YTD | +16.6% | +18.2% | -1.6% | -0.9% |
| 1Y | +16.9% | +28.3% | -11.3% | -7.9% |
| 3Y | +32.6% | +74.6% | -42.1% | -21.7% |
| 5Y | +35.6% | +56.4% | -20.7% | -11.2% |
| 10Y | +160.0% | +153.0% | +7.0% | +10.9% |
| All | +331.9% | +192.1% | +139.7% | +64.4% |
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