+1,216.9%
VST vs XLRE
+94.2%
+1,122.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.0% |
| 7D | +8.9% | -1.2% | +10.1% | +9.8% |
| 30D | +6.2% | -2.8% | +9.0% | +8.2% |
| 3M | -2.7% | -0.2% | -2.5% | -3.2% |
| 6M | -8.4% | +1.9% | -10.3% | -10.0% |
| YTD | -7.2% | +10.6% | -17.8% | -13.9% |
| 1Y | -20.9% | +8.8% | -29.7% | -26.0% |
| 3Y | +384.0% | +31.5% | +352.5% | +291.6% |
| 5Y | +757.1% | +6.6% | +750.5% | +699.6% |
| All | +1,216.9% | +94.2% | +1,122.6% | +743.8% |
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