+225.8%
VT vs XLRE
+114.1%
+111.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -2.3% | +1.9% | -4.2% | -3.4% |
| 30D | -5.0% | +8.5% | -13.4% | -9.4% |
| 3M | -4.9% | -1.0% | -3.9% | -4.4% |
| 6M | -1.5% | 0.0% | -1.6% | -2.0% |
| YTD | +8.5% | +11.7% | -3.2% | +1.0% |
| 1Y | +11.4% | +11.8% | -0.5% | +3.6% |
| 3Y | +70.1% | +40.8% | +29.3% | +36.2% |
| 5Y | +53.7% | +8.2% | +45.6% | +42.9% |
| 10Y | +220.0% | +107.4% | +112.5% | +103.6% |
| All | +225.8% | +114.1% | +111.7% | +104.7% |
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