+181.3%
XLE vs VEU
+150.1%
+31.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.6% |
| 7D | +0.3% | +0.3% | 0.0% | 0.0% |
| 30D | +8.5% | +0.7% | +7.9% | +7.7% |
| 3M | +14.6% | +4.7% | +9.9% | +8.3% |
| 6M | +17.6% | +11.6% | +5.9% | +1.9% |
| YTD | +48.1% | +16.8% | +31.3% | +21.7% |
| 1Y | +53.8% | +24.9% | +28.9% | +17.1% |
| 3Y | +56.2% | +75.7% | -19.5% | -20.9% |
| 5Y | +227.7% | +56.1% | +171.6% | +90.1% |
| 10Y | +181.3% | +153.6% | +27.7% | -4.8% |
| All | +181.3% | +150.1% | +31.2% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling