+25.3%
VZ vs XLRE
+6.4%
+18.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -1.0% | -0.7% | -0.2% | -0.7% |
| 30D | +5.8% | -2.2% | +8.0% | +6.7% |
| 3M | +10.5% | -2.6% | +13.1% | +11.8% |
| 6M | +1.8% | +2.6% | -0.8% | +0.9% |
| YTD | +28.3% | +9.3% | +19.0% | +23.9% |
| 1Y | +22.0% | +7.2% | +14.7% | +18.6% |
| 3Y | +81.8% | +31.3% | +50.5% | +62.0% |
| 5Y | +25.3% | +8.1% | +17.2% | +18.3% |
| All | +25.3% | +6.4% | +18.9% | +18.3% |
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