+49.9%
XLE vs VEU
+17.0%
+32.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.0% | -6.7% | -4.1% |
| 7D | -7.2% | +0.2% | -7.4% | -7.0% |
| 30D | +0.1% | -2.1% | +2.2% | -0.4% |
| 3M | +9.2% | -2.7% | +11.9% | +8.5% |
| 6M | +8.4% | +3.2% | +5.2% | +9.4% |
| YTD | +44.9% | +12.6% | +32.3% | +42.7% |
| 1Y | +49.9% | +17.1% | +32.8% | +45.5% |
| All | +49.9% | +17.0% | +32.9% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling