+179.2%
XLE vs VNQ
+83.2%
+95.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +5.4% | +0.8% | +4.6% | +4.9% |
| 30D | -3.9% | +6.8% | -10.7% | -8.4% |
| 3M | +7.0% | -1.3% | +8.3% | +7.5% |
| 6M | +14.2% | +2.4% | +11.8% | +11.4% |
| YTD | +48.2% | +12.1% | +36.1% | +34.8% |
| 1Y | +47.7% | +12.0% | +35.7% | +34.5% |
| 3Y | +70.0% | +44.8% | +25.2% | +25.9% |
| 5Y | +169.1% | +6.9% | +162.3% | +146.5% |
| All | +179.2% | +83.2% | +95.9% | +85.1% |
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