-50.2%
VG vs XLRE
+14.5%
-64.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.9% | +1.8% |
| 7D | -8.3% | +2.3% | -10.6% | -9.1% |
| 30D | -10.3% | +7.3% | -17.6% | -13.1% |
| 3M | -10.8% | +0.1% | -10.9% | -10.7% |
| 6M | +3.5% | +2.3% | +1.2% | +1.8% |
| YTD | +74.0% | +13.3% | +60.7% | +49.0% |
| 1Y | +48.9% | +12.0% | +36.9% | +29.5% |
| All | -50.2% | +14.5% | -64.8% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling