+359.1%
VST vs XLRE
+31.7%
+327.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +9.9% | -0.3% | +10.2% | +10.0% |
| 30D | +7.9% | -2.4% | +10.3% | +9.4% |
| 3M | +3.4% | +0.6% | +2.8% | +2.4% |
| 6M | -4.1% | +3.9% | -8.0% | -7.0% |
| YTD | -5.7% | +10.5% | -16.2% | -11.8% |
| 1Y | -18.9% | +8.4% | -27.3% | -23.4% |
| 3Y | +359.1% | +32.8% | +326.3% | +277.3% |
| All | +359.1% | +31.7% | +327.4% | +277.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling