+246.3%
VT vs XLRE
+112.0%
+134.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +0.4% | -1.2% | +1.7% | +1.2% |
| 30D | +1.0% | -2.8% | +3.8% | +2.6% |
| 3M | +2.4% | -0.2% | +2.6% | +2.1% |
| 6M | +12.0% | +1.9% | +10.1% | +10.3% |
| YTD | +15.3% | +10.6% | +4.8% | +8.1% |
| 1Y | +22.6% | +8.8% | +13.8% | +15.9% |
| 3Y | +74.7% | +31.5% | +43.1% | +45.6% |
| 5Y | +66.1% | +6.6% | +59.6% | +55.8% |
| 10Y | +225.0% | +84.0% | +141.0% | +120.0% |
| All | +246.3% | +112.0% | +134.4% | +119.1% |
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