+188.6%
XLF vs VEU
+190.9%
-2.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | +0.2% | +1.7% | -1.5% | -1.6% |
| 30D | -0.5% | +1.0% | -1.5% | -1.6% |
| 3M | +10.6% | +5.6% | +5.0% | +3.7% |
| 6M | +14.3% | +13.7% | +0.6% | -2.0% |
| YTD | +5.5% | +17.7% | -12.2% | -13.1% |
| 1Y | +9.6% | +25.8% | -16.2% | -16.2% |
| 3Y | +75.2% | +77.1% | -1.9% | -8.9% |
| 5Y | +65.5% | +57.1% | +8.4% | -2.4% |
| 10Y | +246.4% | +149.8% | +96.6% | +23.4% |
| All | +188.6% | +190.9% | -2.3% | -14.4% |
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