+924.9%
VLO vs XLRE
+89.0%
+835.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | +5.3% | -1.2% | +6.5% | +6.1% |
| 30D | +18.2% | -2.4% | +20.6% | +20.1% |
| 3M | +53.3% | -2.5% | +55.8% | +55.4% |
| 6M | +70.4% | +4.0% | +66.5% | +63.9% |
| YTD | +143.4% | +9.3% | +134.1% | +125.5% |
| 1Y | +153.0% | +5.6% | +147.4% | +140.0% |
| 3Y | +195.0% | +31.3% | +163.7% | +133.7% |
| 5Y | +618.8% | +9.5% | +609.2% | +535.1% |
| All | +924.9% | +89.0% | +835.8% | +523.0% |
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 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