+96.3%
VTR vs XLRE
+89.0%
+7.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.5% |
| 7D | -0.3% | -1.2% | +0.9% | +1.0% |
| 30D | +1.1% | -2.4% | +3.5% | +3.9% |
| 3M | +7.9% | -2.5% | +10.4% | +11.1% |
| 6M | +6.2% | +4.0% | +2.2% | +1.3% |
| YTD | +17.7% | +9.3% | +8.4% | +5.8% |
| 1Y | +32.9% | +5.6% | +27.3% | +24.1% |
| 3Y | +129.7% | +31.3% | +98.4% | +61.0% |
| 5Y | +89.3% | +9.5% | +79.8% | +62.8% |
| All | +96.3% | +89.0% | +7.3% | -7.8% |
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