+44.8%
XLP vs VEA
+74.1%
-29.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.5% | +2.3% | +0.3% | +2.0% |
| 30D | +7.3% | +0.2% | +7.1% | +7.2% |
| 3M | +8.1% | -5.3% | +13.4% | +9.2% |
| 6M | +10.5% | -0.9% | +11.4% | +10.3% |
| YTD | +21.2% | +12.2% | +9.0% | +16.0% |
| 1Y | +22.7% | +16.1% | +6.6% | +16.1% |
| 3Y | +44.8% | +73.0% | -28.2% | +18.0% |
| All | +44.8% | +74.1% | -29.3% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling