+136.2%
XLP vs VEA
+161.1%
-24.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.2% | +1.8% | -2.0% | -1.1% |
| 30D | +8.2% | -0.9% | +9.1% | +8.5% |
| 3M | +7.7% | -5.0% | +12.8% | +10.2% |
| 6M | +9.3% | 0.0% | +9.3% | +8.4% |
| YTD | +19.5% | +12.2% | +7.3% | +11.2% |
| 1Y | +21.0% | +14.7% | +6.3% | +11.2% |
| 3Y | +43.2% | +73.2% | -30.0% | +4.1% |
| 5Y | +42.7% | +53.7% | -11.0% | +10.1% |
| All | +136.2% | +161.1% | -24.9% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling