+567.6%
XLV vs VEA
+166.5%
+401.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -3.6% | -1.5% | -2.1% | -2.8% |
| 30D | -1.8% | -0.8% | -1.0% | -1.4% |
| 3M | +7.8% | +2.5% | +5.3% | +5.9% |
| 6M | +9.1% | +11.1% | -2.0% | +1.9% |
| YTD | +7.7% | +17.2% | -9.4% | -2.5% |
| 1Y | +20.4% | +24.5% | -4.1% | +5.2% |
| 3Y | +30.8% | +75.4% | -44.7% | -6.8% |
| 5Y | +34.6% | +61.1% | -26.5% | -0.1% |
| 10Y | +173.4% | +163.1% | +10.3% | +53.0% |
| All | +567.6% | +166.5% | +401.1% | +241.6% |
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