+88.2%
XLRE vs VIG
+250.0%
-161.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.2% |
| 7D | -1.2% | -1.1% | -0.1% | -0.1% |
| 30D | -2.4% | -2.7% | +0.3% | +0.2% |
| 3M | -2.5% | +2.5% | -5.0% | -4.9% |
| 6M | +4.0% | +9.2% | -5.3% | -4.6% |
| YTD | +9.3% | +9.8% | -0.6% | -0.3% |
| 1Y | +5.6% | +12.4% | -6.8% | -5.9% |
| 3Y | +31.3% | +55.9% | -24.6% | -15.2% |
| 5Y | +9.5% | +63.9% | -54.4% | -32.5% |
| All | +88.2% | +250.0% | -161.8% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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