+588.9%
RVMD vs XLRE
+8.4%
+580.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | -3.0% | -1.2% | -1.8% | -1.9% |
| 30D | -0.7% | -2.4% | +1.7% | +1.5% |
| 3M | +36.5% | -2.5% | +39.0% | +39.1% |
| 6M | +104.6% | +4.0% | +100.6% | +94.7% |
| YTD | +155.8% | +9.3% | +146.6% | +130.2% |
| 1Y | +340.7% | +5.6% | +335.1% | +311.0% |
| 3Y | +519.9% | +31.3% | +488.6% | +343.8% |
| All | +588.9% | +8.4% | +580.4% | +521.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 5y: compounded portfolio wealth divided by compounded XLRE 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…
5y analysis · Full analysis span regression · 6 months rolling