+64.3%
XLF vs VEA
+59.5%
+4.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.1% |
| 7D | -1.5% | -1.5% | 0.0% | -0.4% |
| 30D | -1.2% | -0.8% | -0.3% | -0.6% |
| 3M | +9.2% | +2.5% | +6.7% | +6.8% |
| 6M | +16.3% | +11.1% | +5.2% | +5.9% |
| YTD | +5.4% | +17.2% | -11.7% | -8.5% |
| 1Y | +7.6% | +24.5% | -16.9% | -11.4% |
| 3Y | +74.2% | +75.4% | -1.2% | +5.0% |
| All | +64.3% | +59.5% | +4.7% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling