+177.8%
XLE vs VNQ
+64.0%
+113.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | +1.7% | -1.3% | +3.0% | +2.6% |
| 30D | +6.7% | -2.6% | +9.3% | +8.5% |
| 3M | +14.9% | -2.0% | +16.9% | +16.1% |
| 6M | +15.9% | +4.3% | +11.6% | +11.5% |
| YTD | +47.7% | +9.2% | +38.5% | +37.4% |
| 1Y | +50.7% | +5.6% | +45.1% | +43.4% |
| 3Y | +57.9% | +30.8% | +27.0% | +26.3% |
| 5Y | +227.0% | +8.0% | +219.0% | +196.5% |
| All | +177.8% | +64.0% | +113.8% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling