+916.4%
VRT vs XLRE
+7.1%
+909.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -4.9% |
| 7D | -7.7% | -2.7% | -5.0% | -5.4% |
| 30D | -12.0% | -2.3% | -9.6% | -10.1% |
| 3M | -11.7% | -3.5% | -8.2% | -10.1% |
| 6M | -8.1% | +1.9% | -9.9% | -11.3% |
| YTD | +53.2% | +8.3% | +44.9% | +39.3% |
| 1Y | +81.7% | +6.4% | +75.3% | +67.4% |
| 3Y | +535.3% | +30.2% | +505.0% | +354.5% |
| 5Y | +916.4% | +8.6% | +907.8% | +846.0% |
| All | +916.4% | +7.1% | +909.2% | +846.0% |
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 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