-35.7%
VG vs XLRE
+10.4%
-46.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.3% |
| 7D | +3.8% | -0.7% | +4.5% | +4.1% |
| 30D | +7.2% | -2.2% | +9.5% | +8.3% |
| 3M | +22.8% | -2.6% | +25.4% | +23.7% |
| 6M | +33.2% | +2.6% | +30.6% | +27.7% |
| YTD | +124.8% | +9.3% | +115.6% | +95.4% |
| 1Y | +15.8% | +7.2% | +8.6% | +3.5% |
| All | -35.7% | +10.4% | -46.1% | -28.8% |
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