+126.3%
VWO vs XLRE
+109.5%
+16.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -1.8% | -1.2% | -0.6% | -1.2% |
| 30D | -0.1% | -2.4% | +2.3% | +1.0% |
| 3M | +2.2% | -2.5% | +4.7% | +3.2% |
| 6M | +8.8% | +4.0% | +4.8% | +6.3% |
| YTD | +12.4% | +9.3% | +3.1% | +7.1% |
| 1Y | +15.6% | +5.6% | +10.0% | +11.9% |
| 3Y | +62.5% | +31.3% | +31.2% | +39.5% |
| 5Y | +34.3% | +9.5% | +24.7% | +24.6% |
| 10Y | +114.8% | +89.0% | +25.8% | +43.9% |
| All | +126.3% | +109.5% | +16.8% | +43.4% |
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