+147.2%
VTR vs XLRE
+107.7%
+39.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +2.1% |
| 7D | -1.8% | -2.7% | +0.9% | +1.3% |
| 30D | +4.0% | -2.3% | +6.3% | +6.8% |
| 3M | +7.8% | -3.5% | +11.3% | +12.4% |
| 6M | +6.4% | +1.9% | +4.5% | +4.0% |
| YTD | +18.3% | +8.3% | +10.0% | +7.5% |
| 1Y | +33.9% | +6.4% | +27.6% | +24.0% |
| 3Y | +134.3% | +30.2% | +104.1% | +66.8% |
| 5Y | +90.3% | +8.6% | +81.6% | +65.8% |
| 10Y | +100.1% | +87.4% | +12.8% | -0.2% |
| All | +147.2% | +107.7% | +39.4% | +13.1% |
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