+507.7%
XLB vs VNQ
+387.0%
+120.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.5% |
| 7D | -2.9% | -0.9% | -2.1% | -2.5% |
| 30D | -3.4% | -2.2% | -1.1% | -2.2% |
| 3M | +1.6% | -1.9% | +3.5% | +2.6% |
| 6M | +3.6% | +3.2% | +0.4% | +1.7% |
| YTD | +14.2% | +9.4% | +4.9% | +8.7% |
| 1Y | +15.6% | +7.5% | +8.1% | +11.0% |
| 3Y | +33.1% | +31.1% | +2.0% | +14.6% |
| 5Y | +35.0% | +6.6% | +28.5% | +29.3% |
| 10Y | +164.5% | +63.9% | +100.6% | +100.8% |
| All | +507.7% | +387.0% | +120.7% | +140.8% |
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