+228.2%
VT vs XLRE
+82.9%
+145.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | 0.0% |
| 7D | -0.1% | -0.7% | +0.6% | +0.3% |
| 30D | -0.7% | -2.2% | +1.6% | +0.6% |
| 3M | +4.0% | -2.6% | +6.6% | +5.3% |
| 6M | +12.3% | +2.6% | +9.7% | +10.1% |
| YTD | +14.0% | +9.3% | +4.8% | +7.6% |
| 1Y | +20.3% | +7.2% | +13.1% | +14.7% |
| 3Y | +75.4% | +31.3% | +44.1% | +46.1% |
| 5Y | +66.0% | +8.1% | +57.8% | +54.1% |
| 10Y | +228.2% | +88.9% | +139.3% | +123.0% |
| All | +228.2% | +82.9% | +145.3% | +123.0% |
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