+39.3%
XLC vs VEU
+53.0%
-13.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.6% |
| 7D | -1.7% | -1.9% | +0.3% | -0.1% |
| 30D | +0.2% | -0.7% | +0.9% | +0.7% |
| 3M | +0.7% | +4.9% | -4.2% | -3.7% |
| 6M | -4.5% | +9.8% | -14.3% | -12.8% |
| YTD | -4.7% | +15.3% | -20.0% | -17.3% |
| 1Y | -1.5% | +23.0% | -24.5% | -19.6% |
| 3Y | +72.2% | +73.5% | -1.3% | -0.7% |
| 5Y | +39.3% | +54.5% | -15.2% | -10.8% |
| All | +39.3% | +53.0% | -13.7% | -10.8% |
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