+34.1%
XLP vs VEA
+61.3%
-27.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | +1.0% | -2.0% | -1.3% |
| 30D | -0.9% | +1.9% | -2.8% | -1.6% |
| 3M | +3.8% | +3.2% | +0.6% | +2.4% |
| 6M | -1.7% | +10.2% | -12.0% | -5.7% |
| YTD | +10.3% | +18.9% | -8.6% | +2.5% |
| 1Y | +7.8% | +29.3% | -21.5% | -3.3% |
| 3Y | +27.2% | +76.8% | -49.6% | -1.2% |
| All | +34.1% | +61.3% | -27.2% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling