+2,525.2%
XLK vs VNQ
+386.3%
+2,139.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.2% | -1.3% | +1.5% | +0.8% |
| 30D | -0.6% | -2.6% | +1.9% | +0.6% |
| 3M | +2.6% | -2.0% | +4.6% | +3.2% |
| 6M | +34.0% | +4.3% | +29.6% | +30.6% |
| YTD | +30.7% | +9.2% | +21.4% | +24.5% |
| 1Y | +39.2% | +5.6% | +33.6% | +34.6% |
| 3Y | +120.4% | +30.8% | +89.6% | +90.8% |
| 5Y | +148.8% | +8.0% | +140.8% | +136.9% |
| 10Y | +803.3% | +63.7% | +739.6% | +607.3% |
| All | +2,525.2% | +386.3% | +2,139.0% | +1,030.0% |
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