+1,083.1%
VST vs XLRE
+99.0%
+984.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.9% | +6.3% |
| 7D | -0.5% | +2.3% | -2.8% | -2.4% |
| 30D | -17.1% | +7.3% | -24.3% | -21.4% |
| 3M | -4.6% | +0.1% | -4.7% | -5.2% |
| 6M | -9.1% | +2.3% | -11.3% | -11.4% |
| YTD | -16.6% | +13.3% | -29.9% | -24.3% |
| 1Y | -29.5% | +12.0% | -41.5% | -35.5% |
| 3Y | +297.5% | +45.5% | +252.1% | +199.0% |
| 5Y | +654.5% | +9.3% | +645.2% | +588.3% |
| 10Y | +1,205.2% | +110.1% | +1,095.1% | +693.8% |
| All | +1,083.1% | +99.0% | +984.1% | +641.9% |
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 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