+802.6%
VLO vs XLRE
+109.5%
+693.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.3% |
| 7D | +6.2% | -0.7% | +7.0% | +6.7% |
| 30D | +23.5% | -2.2% | +25.7% | +25.2% |
| 3M | +53.9% | -2.6% | +56.5% | +56.0% |
| 6M | +81.7% | +2.6% | +79.1% | +76.4% |
| YTD | +142.5% | +9.3% | +133.2% | +125.1% |
| 1Y | +145.4% | +7.2% | +138.2% | +130.6% |
| 3Y | +197.3% | +31.3% | +166.0% | +137.1% |
| 5Y | +614.6% | +8.1% | +606.5% | +540.7% |
| 10Y | +938.9% | +88.9% | +849.9% | +534.7% |
| All | +802.6% | +109.5% | +693.1% | +417.4% |
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