+38.1%
VCIT vs XLRE
+117.2%
-79.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +0.7% | +2.3% | -1.6% | +0.5% |
| 30D | +1.8% | +7.3% | -5.5% | +1.0% |
| 3M | -1.6% | +0.1% | -1.6% | -1.6% |
| 6M | -2.1% | +2.3% | -4.3% | -2.4% |
| YTD | -1.6% | +13.3% | -14.9% | -3.1% |
| 1Y | -0.8% | +12.0% | -12.8% | -2.2% |
| 3Y | +19.9% | +45.5% | -25.5% | +14.7% |
| 5Y | +3.3% | +9.3% | -6.0% | +0.9% |
| 10Y | +30.6% | +110.1% | -79.5% | +21.6% |
| All | +38.1% | +117.2% | -79.1% | +28.9% |
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