+73.1%
VSH vs XLRE
+8.4%
+64.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.9% | +5.3% | +5.5% |
| 7D | +4.8% | -1.2% | +5.9% | +5.7% |
| 30D | -0.7% | -2.4% | +1.7% | +1.1% |
| 3M | -43.1% | -2.5% | -40.6% | -42.6% |
| 6M | +91.8% | +4.0% | +87.8% | +82.7% |
| YTD | +131.6% | +9.3% | +122.3% | +110.9% |
| 1Y | +118.1% | +5.6% | +112.5% | +104.6% |
| 3Y | +40.9% | +31.3% | +9.6% | +13.0% |
| All | +73.1% | +8.4% | +64.7% | +60.4% |
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