+102.9%
XLP vs VEA
+159.8%
-56.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | -1.4% | +1.9% | -3.3% | -2.3% |
| 30D | -1.3% | +0.8% | -2.1% | -1.7% |
| 3M | +1.8% | +5.7% | -3.8% | -1.3% |
| 6M | -0.8% | +13.3% | -14.1% | -7.7% |
| YTD | +9.5% | +18.4% | -8.9% | -0.5% |
| 1Y | +7.2% | +27.0% | -19.8% | -6.4% |
| 3Y | +27.1% | +79.3% | -52.1% | -9.0% |
| 5Y | +32.0% | +62.1% | -30.1% | -0.7% |
| 10Y | +102.9% | +160.3% | -57.4% | +10.4% |
| All | +102.9% | +159.8% | -56.9% | +10.4% |
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