+88.2%
XLRE vs VCLT
+17.1%
+71.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -1.2% | -1.4% | +0.2% | -0.3% |
| 30D | -2.4% | -1.2% | -1.2% | -1.7% |
| 3M | -2.5% | -4.8% | +2.3% | +0.4% |
| 6M | +4.0% | -2.6% | +6.5% | +5.6% |
| YTD | +9.3% | -3.3% | +12.6% | +11.5% |
| 1Y | +5.6% | -4.8% | +10.4% | +8.8% |
| 3Y | +31.3% | +11.5% | +19.8% | +23.2% |
| 5Y | +9.5% | -17.0% | +26.5% | +18.5% |
| All | +88.2% | +17.1% | +71.1% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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