+110.6%
XLRE vs VT
+250.7%
-140.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +0.4% | -1.7% | -1.6% |
| 30D | -2.8% | +1.0% | -3.8% | -3.6% |
| 3M | -0.2% | +2.4% | -2.6% | -2.5% |
| 6M | +1.9% | +12.0% | -10.1% | -7.8% |
| YTD | +10.6% | +15.3% | -4.8% | -2.6% |
| 1Y | +8.8% | +22.6% | -13.8% | -9.1% |
| 3Y | +31.5% | +74.7% | -43.1% | -19.5% |
| 5Y | +6.6% | +66.1% | -59.6% | -32.3% |
| 10Y | +84.0% | +225.0% | -141.0% | -32.1% |
| All | +110.6% | +250.7% | -140.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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