+187.9%
VMC vs XLRE
+107.7%
+80.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | -3.7% | -2.7% | -1.0% | -1.9% |
| 30D | -12.8% | -2.3% | -10.4% | -11.4% |
| 3M | -7.9% | -3.5% | -4.4% | -5.8% |
| 6M | -7.5% | +1.9% | -9.4% | -8.7% |
| YTD | -11.6% | +8.3% | -20.0% | -16.2% |
| 1Y | -14.3% | +6.4% | -20.6% | -17.8% |
| 3Y | +18.5% | +30.2% | -11.7% | -2.0% |
| 5Y | +46.8% | +8.6% | +38.1% | +36.7% |
| 10Y | +153.2% | +87.4% | +65.8% | +69.4% |
| All | +187.9% | +107.7% | +80.2% | +82.6% |
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 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