+222.4%
XLE vs VEA
+157.0%
+65.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.1% |
| 7D | -0.2% | -1.3% | +1.0% | +0.9% |
| 30D | -4.0% | 0.0% | -4.0% | -4.3% |
| 3M | +4.6% | -3.6% | +8.2% | +7.6% |
| 6M | +12.3% | -0.5% | +12.8% | +10.4% |
| YTD | +44.5% | +13.0% | +31.6% | +22.4% |
| 1Y | +42.4% | +16.3% | +26.1% | +16.9% |
| 3Y | +67.0% | +74.4% | -7.4% | -11.5% |
| 5Y | +161.9% | +55.8% | +106.1% | +53.6% |
| 10Y | +173.9% | +161.1% | +12.8% | -1.3% |
| All | +222.4% | +157.0% | +65.4% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling