+53.8%
XLE vs VEU
+25.0%
+28.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.6% |
| 7D | +0.3% | +0.3% | 0.0% | +0.4% |
| 30D | +8.5% | +0.7% | +7.9% | +8.7% |
| 3M | +14.6% | +4.7% | +9.9% | +15.7% |
| 6M | +17.6% | +11.6% | +5.9% | +19.8% |
| YTD | +48.1% | +16.8% | +31.3% | +45.9% |
| 1Y | +53.8% | +24.9% | +28.9% | +50.6% |
| All | +53.8% | +25.0% | +28.8% | +50.6% |
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