+615.8%
XLU vs VNQ
+386.3%
+229.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -1.6% | -1.3% | -0.3% | -1.1% |
| 30D | -3.3% | -2.6% | -0.7% | -2.3% |
| 3M | -3.2% | -2.0% | -1.1% | -2.4% |
| 6M | -7.0% | +4.3% | -11.3% | -8.5% |
| YTD | +0.6% | +9.2% | -8.6% | -2.8% |
| 1Y | +2.4% | +5.6% | -3.2% | +0.2% |
| 3Y | +46.3% | +30.8% | +15.4% | +31.3% |
| 5Y | +44.0% | +8.0% | +36.0% | +38.5% |
| 10Y | +140.1% | +63.7% | +76.4% | +98.8% |
| All | +615.8% | +386.3% | +229.5% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling