+155.9%
VXUS vs XLRE
+111.8%
+44.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +1.0% | -2.4% | +3.4% | +2.3% |
| 3M | +5.7% | +0.6% | +5.1% | +5.0% |
| 6M | +13.6% | +3.9% | +9.6% | +10.9% |
| YTD | +17.4% | +10.5% | +6.9% | +10.9% |
| 1Y | +25.1% | +8.4% | +16.7% | +19.3% |
| 3Y | +75.8% | +32.8% | +43.0% | +48.9% |
| 5Y | +55.4% | +7.0% | +48.3% | +45.9% |
| 10Y | +146.4% | +83.8% | +62.6% | +71.1% |
| All | +155.9% | +111.8% | +44.0% | +65.6% |
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