+78.5%
VUG vs XLRE
+8.4%
+70.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.4% |
| 7D | -0.5% | -1.2% | +0.7% | +0.2% |
| 30D | -1.0% | -2.4% | +1.4% | +0.5% |
| 3M | +3.5% | -2.5% | +6.0% | +4.7% |
| 6M | +14.2% | +4.0% | +10.2% | +10.6% |
| YTD | +8.5% | +9.3% | -0.8% | +1.5% |
| 1Y | +12.9% | +5.6% | +7.3% | +7.9% |
| 3Y | +85.6% | +31.3% | +54.4% | +48.9% |
| All | +78.5% | +8.4% | +70.1% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling