+522.4%
XLI vs VEA
+167.0%
+355.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -0.8% |
| 7D | -0.6% | +0.3% | -0.9% | -0.8% |
| 30D | -6.9% | +0.4% | -7.4% | -7.3% |
| 3M | -1.9% | +4.8% | -6.7% | -5.8% |
| 6M | +1.0% | +11.3% | -10.2% | -8.1% |
| YTD | +11.3% | +17.4% | -6.0% | -3.3% |
| 1Y | +15.8% | +26.2% | -10.4% | -5.4% |
| 3Y | +69.8% | +77.7% | -7.9% | +3.4% |
| 5Y | +80.9% | +60.9% | +20.0% | +19.1% |
| 10Y | +257.2% | +163.6% | +93.6% | +58.4% |
| All | +522.4% | +167.0% | +355.4% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling