+872.9%
XEL vs VNQ
+382.8%
+490.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -1.2% | -2.6% | +1.4% | -0.3% |
| 30D | -2.9% | -2.3% | -0.6% | -2.1% |
| 3M | -2.7% | -2.8% | +0.1% | -1.7% |
| 6M | -6.5% | +2.5% | -9.0% | -7.3% |
| YTD | +3.6% | +8.4% | -4.8% | +0.7% |
| 1Y | +7.5% | +6.8% | +0.7% | +5.0% |
| 3Y | +46.3% | +29.9% | +16.4% | +32.7% |
| 5Y | +30.5% | +7.2% | +23.3% | +26.1% |
| 10Y | +151.4% | +62.5% | +88.9% | +111.3% |
| All | +872.9% | +382.8% | +490.1% | +417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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