+253.9%
XLI vs VEU
+155.0%
+98.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.1% |
| 7D | -1.7% | -1.4% | -0.2% | -0.3% |
| 30D | -7.3% | -0.4% | -6.8% | -6.9% |
| 3M | -1.3% | +2.5% | -3.9% | -3.8% |
| 6M | +2.2% | +11.1% | -8.9% | -7.9% |
| YTD | +11.7% | +16.5% | -4.8% | -3.9% |
| 1Y | +14.3% | +22.9% | -8.7% | -6.7% |
| 3Y | +70.3% | +73.4% | -3.1% | -0.8% |
| 5Y | +82.3% | +56.1% | +26.2% | +17.3% |
| All | +253.9% | +155.0% | +98.9% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling