+135.9%
XLU vs VEU
+155.0%
-19.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | -1.6% | -1.4% | -0.2% | -0.9% |
| 30D | -3.3% | -0.4% | -2.9% | -3.1% |
| 3M | -3.2% | +2.5% | -5.7% | -4.7% |
| 6M | -7.0% | +11.1% | -18.1% | -12.9% |
| YTD | +0.6% | +16.5% | -15.9% | -8.4% |
| 1Y | +2.4% | +22.9% | -20.5% | -9.6% |
| 3Y | +46.3% | +73.4% | -27.2% | +4.8% |
| 5Y | +44.0% | +56.1% | -12.1% | +8.6% |
| All | +135.9% | +155.0% | -19.1% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling