+64.3%
XLF vs VEU
+55.0%
+9.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | -0.1% |
| 7D | -1.5% | -1.4% | 0.0% | -0.4% |
| 30D | -1.2% | -0.4% | -0.7% | -0.9% |
| 3M | +9.2% | +2.5% | +6.6% | +6.8% |
| 6M | +16.3% | +11.1% | +5.2% | +6.0% |
| YTD | +5.4% | +16.5% | -11.1% | -8.0% |
| 1Y | +7.6% | +22.9% | -15.3% | -10.4% |
| 3Y | +74.2% | +73.4% | +0.8% | +6.0% |
| All | +64.3% | +55.0% | +9.3% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling