+128.8%
XLP vs VEU
+147.4%
-18.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.4% |
| 7D | +0.1% | +0.8% | -0.7% | -0.3% |
| 30D | +8.9% | -1.6% | +10.6% | +9.7% |
| 3M | +7.5% | -4.2% | +11.7% | +9.4% |
| 6M | +9.4% | -1.5% | +10.9% | +9.4% |
| YTD | +19.3% | +11.7% | +7.6% | +11.4% |
| 1Y | +21.7% | +15.6% | +6.1% | +11.7% |
| 3Y | +44.0% | +71.7% | -27.8% | +5.7% |
| 5Y | +42.8% | +49.5% | -6.7% | +12.4% |
| 10Y | +128.8% | +145.6% | -16.9% | +31.4% |
| All | +128.8% | +147.4% | -18.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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