+332.9%
VTI vs XLRE
+109.5%
+223.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.3% |
| 7D | -0.9% | -1.2% | +0.3% | -0.2% |
| 30D | -1.4% | -2.4% | +1.0% | 0.0% |
| 3M | +3.6% | -2.5% | +6.1% | +4.9% |
| 6M | +13.6% | +4.0% | +9.6% | +10.3% |
| YTD | +12.9% | +9.3% | +3.6% | +6.1% |
| 1Y | +17.2% | +5.6% | +11.6% | +12.5% |
| 3Y | +75.7% | +31.3% | +44.4% | +44.6% |
| 5Y | +75.4% | +9.5% | +65.9% | +61.3% |
| 10Y | +303.3% | +89.0% | +214.3% | +166.2% |
| All | +332.9% | +109.5% | +223.3% | +173.1% |
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