+443.9%
XLP vs VEU
+192.1%
+251.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.0% | +1.1% | -2.2% | -1.5% |
| 30D | -0.9% | +2.2% | -3.1% | -1.8% |
| 3M | +3.8% | +3.0% | +0.8% | +2.1% |
| 6M | -1.7% | +10.9% | -12.6% | -6.7% |
| YTD | +10.3% | +18.2% | -7.9% | +1.7% |
| 1Y | +7.8% | +28.3% | -20.5% | -4.2% |
| 3Y | +27.2% | +74.6% | -47.4% | -2.1% |
| 5Y | +32.5% | +56.4% | -23.8% | +6.3% |
| 10Y | +101.8% | +153.0% | -51.2% | +29.7% |
| All | +443.9% | +192.1% | +251.8% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling