+21.3%
XLP vs VEU
+14.2%
+7.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.5% |
| 7D | -0.5% | -0.5% | 0.0% | -0.6% |
| 30D | +8.3% | -1.0% | +9.3% | +8.3% |
| 3M | +8.7% | -3.6% | +12.3% | +8.6% |
| 6M | +11.2% | -1.2% | +12.3% | +11.0% |
| YTD | +20.0% | +12.0% | +8.0% | +17.1% |
| 1Y | +21.3% | +13.9% | +7.5% | +18.1% |
| All | +21.3% | +14.2% | +7.1% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling