+143.6%
VLO vs XLRE
+9.1%
+134.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.2% |
| 7D | +5.2% | -1.2% | +6.4% | +4.9% |
| 30D | +22.6% | -2.8% | +25.4% | +21.8% |
| 3M | +43.8% | -0.2% | +44.0% | +43.6% |
| 6M | +65.7% | +1.9% | +63.8% | +67.7% |
| YTD | +131.1% | +10.6% | +120.5% | +125.3% |
| 1Y | +143.6% | +8.8% | +134.8% | +139.1% |
| All | +143.6% | +9.1% | +134.5% | +139.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling