+28.4%
XLY vs VEU
+55.0%
-26.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | -0.2% |
| 7D | -1.7% | -1.4% | -0.3% | -0.3% |
| 30D | -4.2% | -0.4% | -3.8% | -3.8% |
| 3M | -2.7% | +2.5% | -5.2% | -5.5% |
| 6M | -0.6% | +11.1% | -11.8% | -11.9% |
| YTD | -5.0% | +16.5% | -21.5% | -20.4% |
| 1Y | -4.1% | +22.9% | -27.0% | -24.3% |
| 3Y | +33.6% | +73.4% | -39.8% | -29.1% |
| All | +28.4% | +55.0% | -26.6% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling