+47.8%
VMC vs XLRE
+8.4%
+39.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -3.8% | -1.2% | -2.6% | -3.0% |
| 30D | -9.7% | -2.4% | -7.3% | -8.2% |
| 3M | -9.6% | -2.5% | -7.1% | -8.1% |
| 6M | -4.8% | +4.0% | -8.8% | -7.4% |
| YTD | -10.9% | +9.3% | -20.2% | -16.1% |
| 1Y | -15.6% | +5.6% | -21.2% | -18.8% |
| 3Y | +19.3% | +31.3% | -12.0% | -3.2% |
| All | +47.8% | +8.4% | +39.4% | +38.6% |
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