+135.0%
XLU vs VNQ
+64.7%
+70.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -2.9% | -1.8% | -1.2% | -1.8% |
| 30D | -5.6% | -4.6% | -1.1% | -2.6% |
| 3M | -5.5% | -3.4% | -2.1% | -3.4% |
| 6M | -9.8% | +4.4% | -14.1% | -12.4% |
| YTD | -0.7% | +8.7% | -9.4% | -6.3% |
| 1Y | +0.6% | +5.6% | -5.0% | -3.3% |
| 3Y | +40.3% | +29.4% | +11.0% | +16.2% |
| 5Y | +42.8% | +6.9% | +35.9% | +32.9% |
| 10Y | +135.0% | +64.6% | +70.4% | +56.4% |
| All | +135.0% | +64.7% | +70.3% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling