-68.5%
VFC vs XLRE
+89.0%
-157.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.5% |
| 7D | -1.4% | -1.2% | -0.2% | -0.2% |
| 30D | -9.0% | -2.4% | -6.6% | -6.8% |
| 3M | -24.2% | -2.5% | -21.7% | -22.3% |
| 6M | -18.5% | +4.0% | -22.5% | -21.6% |
| YTD | -25.9% | +9.3% | -35.2% | -32.1% |
| 1Y | -13.0% | +5.6% | -18.6% | -17.2% |
| 3Y | -20.3% | +31.3% | -51.6% | -36.0% |
| 5Y | -78.1% | +9.5% | -87.6% | -79.5% |
| All | -68.5% | +89.0% | -157.6% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling