+100.6%
VZ vs XLRE
+112.0%
-11.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.1% | -1.2% | +1.3% | +0.6% |
| 30D | +7.9% | -2.8% | +10.7% | +9.2% |
| 3M | +13.6% | -0.2% | +13.8% | +13.9% |
| 6M | +1.1% | +1.9% | -0.9% | +0.3% |
| YTD | +29.3% | +10.6% | +18.7% | +24.0% |
| 1Y | +21.2% | +8.8% | +12.4% | +17.0% |
| 3Y | +75.9% | +31.5% | +44.4% | +55.8% |
| 5Y | +24.1% | +6.6% | +17.5% | +18.4% |
| 10Y | +62.4% | +84.0% | -21.6% | +18.5% |
| All | +100.6% | +112.0% | -11.4% | +39.9% |
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