+424.7%
XLP vs VEA
+170.4%
+254.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -1.0% | +1.0% | -2.0% | -1.4% |
| 30D | -0.9% | +1.9% | -2.8% | -1.8% |
| 3M | +3.8% | +3.2% | +0.6% | +1.9% |
| 6M | -1.7% | +10.2% | -12.0% | -6.6% |
| YTD | +10.3% | +18.9% | -8.6% | +1.2% |
| 1Y | +7.8% | +29.3% | -21.5% | -4.9% |
| 3Y | +27.2% | +76.8% | -49.6% | -3.4% |
| 5Y | +32.5% | +61.2% | -28.7% | +4.1% |
| 10Y | +101.8% | +163.3% | -61.5% | +25.7% |
| All | +424.7% | +170.4% | +254.3% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling