+41.9%
XLP vs VEU
+64.7%
-22.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +0.7% | -1.6% | +2.4% | +1.0% |
| 30D | +10.3% | -4.3% | +14.6% | +11.1% |
| 3M | +6.5% | -5.8% | +12.4% | +7.6% |
| 6M | +8.4% | -4.4% | +12.8% | +8.9% |
| YTD | +18.2% | +8.7% | +9.5% | +14.1% |
| 1Y | +22.4% | +12.6% | +9.8% | +16.8% |
| 3Y | +41.9% | +65.2% | -23.3% | +16.3% |
| All | +41.9% | +64.7% | -22.8% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling