+5.8%
XLU vs VEU
+28.8%
-23.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.8% | +1.1% | -0.3% | +0.6% |
| 30D | -1.3% | +2.2% | -3.5% | -1.7% |
| 3M | -1.3% | +3.0% | -4.3% | -1.8% |
| 6M | -7.6% | +10.9% | -18.5% | -10.0% |
| YTD | +2.3% | +18.2% | -15.9% | -3.0% |
| 1Y | +5.8% | +28.3% | -22.5% | -1.0% |
| All | +5.8% | +28.8% | -23.0% | -1.0% |
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