+137.9%
VGT vs XLRE
+8.4%
+129.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | -0.2% | -1.2% | +1.0% | +0.6% |
| 30D | -0.4% | -2.4% | +2.0% | +1.0% |
| 3M | +4.4% | -2.5% | +6.9% | +5.5% |
| 6M | +32.1% | +4.0% | +28.1% | +27.5% |
| YTD | +28.8% | +9.3% | +19.5% | +20.0% |
| 1Y | +35.3% | +5.6% | +29.8% | +28.8% |
| 3Y | +124.8% | +31.3% | +93.5% | +78.8% |
| All | +137.9% | +8.4% | +129.5% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling