+84.3%
VNQ vs XLRE
+109.5%
-25.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | -0.1% |
| 7D | -1.3% | -1.2% | -0.1% | -0.1% |
| 30D | -2.6% | -2.4% | -0.2% | -0.2% |
| 3M | -2.0% | -2.5% | +0.5% | +0.4% |
| 6M | +4.3% | +4.0% | +0.4% | +0.4% |
| YTD | +9.2% | +9.3% | -0.1% | 0.0% |
| 1Y | +5.6% | +5.6% | 0.0% | 0.0% |
| 3Y | +30.8% | +31.3% | -0.4% | 0.0% |
| 5Y | +8.0% | +9.5% | -1.6% | -1.6% |
| 10Y | +63.7% | +89.0% | -25.3% | -10.7% |
| All | +84.3% | +109.5% | -25.3% | -5.1% |
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 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