+279.3%
XLF vs VNQ
+382.8%
-103.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.4% |
| 7D | -2.9% | -2.6% | -0.3% | -0.8% |
| 30D | -1.6% | -2.3% | +0.7% | +0.2% |
| 3M | +9.3% | -2.8% | +12.1% | +11.5% |
| 6M | +14.6% | +2.5% | +12.1% | +11.9% |
| YTD | +4.7% | +8.4% | -3.7% | -2.3% |
| 1Y | +8.6% | +6.8% | +1.9% | +2.5% |
| 3Y | +73.9% | +29.9% | +43.9% | +37.7% |
| 5Y | +65.0% | +7.2% | +57.8% | +50.3% |
| 10Y | +250.4% | +62.5% | +187.9% | +120.6% |
| All | +279.3% | +382.8% | -103.5% | +3.6% |
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