+44.2%
XLRE vs VLTO
+69.5%
-25.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +6.0% | +18.7% | -12.6% | +0.5% |
| 3M | +0.5% | +21.7% | -21.2% | -5.5% |
| 6M | +1.2% | +35.8% | -34.6% | -8.3% |
| YTD | +12.6% | +18.3% | -5.7% | +6.6% |
| 1Y | +11.0% | +20.9% | -9.9% | +4.0% |
| All | +44.2% | +69.5% | -25.3% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling