-51.5%
VTRS vs XLRE
+109.5%
-161.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -2.2% | -1.2% | -1.0% | -1.5% |
| 30D | +3.3% | -2.4% | +5.7% | +4.7% |
| 3M | +2.0% | -2.5% | +4.5% | +3.5% |
| 6M | +19.9% | +4.0% | +16.0% | +17.3% |
| YTD | +35.7% | +9.3% | +26.5% | +28.9% |
| 1Y | +68.1% | +5.6% | +62.5% | +62.9% |
| 3Y | +87.1% | +31.3% | +55.8% | +60.3% |
| 5Y | +47.6% | +9.5% | +38.1% | +38.0% |
| 10Y | -48.2% | +89.0% | -137.2% | -62.7% |
| All | -51.5% | +109.5% | -161.1% | -67.4% |
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