+71.4%
XLC vs VNQ
+30.7%
+40.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +0.5% | -1.3% | +1.8% | +1.1% |
| 30D | +2.1% | -2.6% | +4.7% | +3.4% |
| 3M | +0.7% | -2.0% | +2.7% | +1.6% |
| 6M | -3.2% | +4.3% | -7.5% | -5.2% |
| YTD | -3.8% | +9.2% | -13.0% | -7.8% |
| 1Y | -2.0% | +5.6% | -7.6% | -4.7% |
| 3Y | +71.4% | +30.8% | +40.5% | +51.3% |
| All | +71.4% | +30.7% | +40.7% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling