+2,009.0%
XLK vs VEU
+188.7%
+1,820.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | +2.3% | +0.3% | +2.0% | +2.1% |
| 30D | +0.8% | +0.7% | +0.2% | +0.3% |
| 3M | +4.1% | +4.7% | -0.6% | +0.5% |
| 6M | +34.8% | +11.6% | +23.1% | +23.5% |
| YTD | +30.8% | +16.8% | +14.0% | +15.4% |
| 1Y | +42.4% | +24.9% | +17.5% | +18.9% |
| 3Y | +121.8% | +75.7% | +46.1% | +40.9% |
| 5Y | +146.6% | +56.1% | +90.5% | +74.1% |
| 10Y | +804.3% | +153.6% | +650.6% | +350.7% |
| All | +2,009.0% | +188.7% | +1,820.3% | +794.2% |
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