+141.4%
XLC vs VNQ
+65.7%
+75.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +0.2% | -2.5% | +2.8% | +1.8% |
| 3M | +0.6% | +1.4% | -0.7% | -0.3% |
| 6M | -4.5% | +4.6% | -9.1% | -7.3% |
| YTD | -4.7% | +10.5% | -15.2% | -10.6% |
| 1Y | -1.7% | +8.4% | -10.0% | -6.7% |
| 3Y | +72.3% | +32.4% | +39.8% | +42.2% |
| 5Y | +37.8% | +5.5% | +32.3% | +30.4% |
| All | +141.4% | +65.7% | +75.7% | +69.6% |
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 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