+39.4%
VCIT vs XLRE
+112.0%
-72.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | -0.8% | -2.8% | +2.0% | -0.4% |
| 3M | -1.0% | -0.2% | -0.8% | -1.0% |
| 6M | -1.8% | +1.9% | -3.8% | -2.1% |
| YTD | -0.7% | +10.6% | -11.3% | -1.9% |
| 1Y | +1.0% | +8.8% | -7.8% | -0.1% |
| 3Y | +18.8% | +31.5% | -12.7% | +14.8% |
| 5Y | +3.5% | +6.6% | -3.1% | +1.4% |
| 10Y | +29.2% | +84.0% | -54.8% | +21.1% |
| All | +39.4% | +112.0% | -72.6% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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