+1,179.1%
VST vs XLRE
+112.9%
+1,066.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | +19.2% | +0.1% | +19.0% | +19.0% |
| 30D | -17.2% | +6.0% | -23.2% | -20.9% |
| 3M | -8.1% | +0.5% | -8.7% | -9.0% |
| 6M | -8.1% | +1.2% | -9.4% | -9.9% |
| YTD | -16.3% | +12.6% | -28.8% | -23.7% |
| 1Y | -24.1% | +11.0% | -35.1% | -30.2% |
| 3Y | +300.2% | +43.0% | +257.2% | +204.6% |
| 5Y | +645.9% | +9.1% | +636.8% | +581.2% |
| All | +1,179.1% | +112.9% | +1,066.2% | +705.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling