+34.0%
XLB vs VNQ
+7.0%
+26.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.1% |
| 7D | -2.8% | -1.3% | -1.6% | -2.0% |
| 30D | -3.1% | -2.6% | -0.5% | -1.4% |
| 3M | -0.2% | -2.0% | +1.9% | +1.1% |
| 6M | +3.1% | +4.3% | -1.3% | -0.2% |
| YTD | +13.3% | +9.2% | +4.0% | +6.1% |
| 1Y | +12.0% | +5.6% | +6.4% | +7.4% |
| 3Y | +31.4% | +30.8% | +0.6% | +7.5% |
| All | +34.0% | +7.0% | +26.9% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling