+462.5%
XLP vs VEA
+149.5%
+312.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +0.7% | -2.2% | +3.0% | +1.7% |
| 30D | +10.3% | -3.4% | +13.6% | +11.8% |
| 3M | +6.5% | -5.6% | +12.2% | +9.1% |
| 6M | +8.4% | -3.4% | +11.8% | +9.3% |
| YTD | +18.2% | +9.7% | +8.5% | +12.2% |
| 1Y | +22.4% | +15.4% | +7.1% | +13.6% |
| 3Y | +41.9% | +68.5% | -26.6% | +9.9% |
| 5Y | +40.9% | +49.6% | -8.8% | +14.2% |
| 10Y | +128.4% | +154.3% | -26.0% | +44.4% |
| All | +462.5% | +149.5% | +312.9% | +235.7% |
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