+62.8%
VZ vs XLRE
+87.4%
-24.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.2% | -2.7% | +1.5% | -0.1% |
| 30D | +5.7% | -2.3% | +8.0% | +6.7% |
| 3M | +8.2% | -3.5% | +11.7% | +9.9% |
| 6M | +1.7% | +1.9% | -0.1% | +1.0% |
| YTD | +28.9% | +8.3% | +20.5% | +24.7% |
| 1Y | +22.7% | +6.4% | +16.4% | +19.6% |
| 3Y | +82.7% | +30.2% | +52.5% | +62.6% |
| 5Y | +26.4% | +8.6% | +17.8% | +19.7% |
| All | +62.8% | +87.4% | -24.6% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling