+335.6%
XLU vs VEU
+185.0%
+150.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | -1.2% | -1.9% | +0.7% | -0.2% |
| 30D | -2.5% | -0.7% | -1.8% | -2.2% |
| 3M | -2.7% | +4.9% | -7.6% | -5.3% |
| 6M | -7.5% | +9.8% | -17.3% | -12.4% |
| YTD | +0.9% | +15.3% | -14.4% | -7.0% |
| 1Y | +3.3% | +23.0% | -19.7% | -8.0% |
| 3Y | +47.3% | +73.5% | -26.2% | +9.1% |
| 5Y | +44.4% | +54.5% | -10.1% | +12.4% |
| 10Y | +140.8% | +150.4% | -9.6% | +43.1% |
| All | +335.6% | +185.0% | +150.6% | +115.3% |
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