+908.2%
VGT vs XLRE
+107.7%
+800.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -1.0% | -2.7% | +1.7% | +0.7% |
| 30D | -0.4% | -2.3% | +1.9% | +1.0% |
| 3M | +6.6% | -3.5% | +10.1% | +8.5% |
| 6M | +31.0% | +1.9% | +29.2% | +28.3% |
| YTD | +27.2% | +8.3% | +18.9% | +19.4% |
| 1Y | +34.5% | +6.4% | +28.1% | +27.4% |
| 3Y | +123.1% | +30.2% | +92.9% | +80.8% |
| 5Y | +135.1% | +8.6% | +126.5% | +115.9% |
| 10Y | +803.4% | +87.4% | +716.0% | +488.5% |
| All | +908.2% | +107.7% | +800.4% | +526.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling