+298.9%
XLE vs VEU
+192.1%
+106.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.4% |
| 7D | +2.2% | +1.1% | +1.1% | +1.0% |
| 30D | +11.8% | +2.2% | +9.6% | +9.2% |
| 3M | +9.8% | +3.0% | +6.8% | +5.4% |
| 6M | +15.6% | +10.9% | +4.7% | +1.1% |
| YTD | +45.3% | +18.2% | +27.1% | +18.6% |
| 1Y | +48.3% | +28.3% | +20.0% | +11.0% |
| 3Y | +55.4% | +74.6% | -19.2% | -16.7% |
| 5Y | +216.1% | +56.4% | +159.7% | +87.8% |
| 10Y | +178.4% | +153.0% | +25.4% | +5.2% |
| All | +298.9% | +192.1% | +106.7% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling