+234.2%
VT vs XLRE
+117.2%
+117.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.8% |
| 7D | +0.4% | +2.3% | -1.9% | -0.9% |
| 30D | -2.6% | +7.3% | -9.9% | -6.5% |
| 3M | -3.2% | +0.1% | -3.3% | -3.4% |
| 6M | +0.9% | +2.3% | -1.3% | -0.8% |
| YTD | +11.3% | +13.3% | -2.0% | +2.8% |
| 1Y | +14.0% | +12.0% | +2.0% | +6.0% |
| 3Y | +75.8% | +45.5% | +30.4% | +38.1% |
| 5Y | +57.8% | +9.3% | +48.5% | +45.8% |
| 10Y | +219.8% | +110.1% | +109.7% | +102.1% |
| All | +234.2% | +117.2% | +117.0% | +108.3% |
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