+128.8%
XLP vs VEA
+160.3%
-31.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.5% |
| 7D | +0.1% | +0.4% | -0.3% | -0.2% |
| 30D | +8.9% | -0.7% | +9.6% | +9.2% |
| 3M | +7.5% | -3.9% | +11.4% | +9.3% |
| 6M | +9.4% | -0.6% | +10.0% | +8.9% |
| YTD | +19.3% | +12.9% | +6.3% | +10.6% |
| 1Y | +21.7% | +18.4% | +3.4% | +10.1% |
| 3Y | +44.0% | +75.3% | -31.3% | +3.9% |
| 5Y | +42.8% | +54.3% | -11.5% | +10.0% |
| 10Y | +128.8% | +158.0% | -29.3% | +27.0% |
| All | +128.8% | +160.3% | -31.6% | +27.0% |
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