-100.0%
VIVK vs XLRE
+9.1%
-109.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.7% | -11.6% | -10.8% |
| 7D | -1.4% | -1.2% | -0.1% | +1.5% |
| 30D | -43.6% | -2.8% | -40.8% | -40.4% |
| 3M | -95.1% | -0.2% | -94.9% | -95.1% |
| 6M | -98.2% | +1.9% | -100.1% | -98.4% |
| YTD | -97.9% | +10.6% | -108.5% | -98.6% |
| 1Y | -100.0% | +8.8% | -108.8% | -100.0% |
| All | -100.0% | +9.1% | -109.1% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling