+324.0%
XLU vs VEA
+166.5%
+157.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -1.6% | -1.5% | -0.2% | -0.9% |
| 30D | -3.3% | -0.8% | -2.5% | -2.9% |
| 3M | -3.2% | +2.5% | -5.6% | -4.6% |
| 6M | -7.0% | +11.1% | -18.1% | -12.6% |
| YTD | +0.6% | +17.2% | -16.5% | -8.2% |
| 1Y | +2.4% | +24.5% | -22.1% | -9.5% |
| 3Y | +46.3% | +75.4% | -29.2% | +7.0% |
| 5Y | +44.0% | +61.1% | -17.1% | +9.0% |
| 10Y | +140.1% | +163.1% | -23.0% | +37.9% |
| All | +324.0% | +166.5% | +157.5% | +116.8% |
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