+68.7%
XLC vs VEA
+76.1%
-7.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.1% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -0.9% | +0.4% | -1.3% | -1.2% |
| 3M | -0.3% | +4.8% | -5.1% | -3.5% |
| 6M | -5.2% | +11.3% | -16.4% | -12.3% |
| YTD | -5.3% | +17.4% | -22.7% | -16.3% |
| 1Y | -2.8% | +26.2% | -29.0% | -18.8% |
| All | +68.7% | +76.1% | -7.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 3y: compounded portfolio wealth divided by compounded VEA 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…
3y analysis · Full analysis span regression · 6 months rolling