+603.6%
RVMD vs XLRE
+30.2%
+573.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.4% |
| 7D | -3.6% | -2.7% | -0.9% | -1.4% |
| 30D | -1.1% | -2.3% | +1.3% | +0.7% |
| 3M | +41.0% | -3.5% | +44.5% | +44.4% |
| 6M | +105.7% | +1.9% | +103.8% | +101.3% |
| YTD | +155.3% | +8.3% | +147.0% | +136.8% |
| 1Y | +402.7% | +6.4% | +396.3% | +374.2% |
| 3Y | +533.1% | +30.2% | +502.9% | +402.8% |
| 5Y | +583.5% | +8.6% | +574.9% | +530.4% |
| All | +603.6% | +30.2% | +573.4% | +468.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling