-24.5%
VFC vs XLRE
+3.9%
-28.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.1% |
| 7D | -2.3% | -0.7% | -1.6% | -1.7% |
| 30D | -13.4% | -2.2% | -11.1% | -11.4% |
| 3M | -23.7% | -2.6% | -21.1% | -21.3% |
| 6M | -24.5% | +2.6% | -27.0% | -27.1% |
| All | -24.5% | +3.9% | -28.4% | -27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling