+37.8%
VCIT vs XLRE
+116.9%
-79.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | +2.1% | -2.0% | -0.1% |
| 30D | +1.1% | +7.1% | -6.0% | +0.3% |
| 3M | -1.4% | +1.3% | -2.6% | -1.5% |
| 6M | -2.3% | +2.1% | -4.4% | -2.6% |
| YTD | -1.8% | +13.1% | -14.9% | -3.3% |
| 1Y | -1.0% | +11.9% | -12.9% | -2.4% |
| 3Y | +19.3% | +43.7% | -24.4% | +14.2% |
| 5Y | +3.8% | +9.7% | -6.0% | +1.3% |
| 10Y | +30.6% | +113.0% | -82.5% | +21.4% |
| All | +37.8% | +116.9% | -79.1% | +28.6% |
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