+371.9%
VRTX vs XLRE
+107.7%
+264.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.8% |
| 7D | -7.8% | -2.7% | -5.1% | -6.5% |
| 30D | -2.8% | -2.3% | -0.5% | -1.7% |
| 3M | +18.1% | -3.5% | +21.6% | +20.1% |
| 6M | +3.1% | +1.9% | +1.2% | +1.9% |
| YTD | +13.5% | +8.3% | +5.1% | +8.6% |
| 1Y | +32.4% | +6.4% | +26.0% | +27.9% |
| 3Y | +50.0% | +30.2% | +19.8% | +29.4% |
| 5Y | +172.9% | +8.6% | +164.3% | +155.7% |
| 10Y | +449.3% | +87.4% | +361.9% | +266.0% |
| All | +371.9% | +107.7% | +264.2% | +193.7% |
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