-100.0%
VIVK vs XLRE
+31.2%
-131.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.9% | -8.2% | -8.1% |
| 7D | -4.4% | -1.2% | -3.2% | -3.5% |
| 30D | -40.8% | -2.4% | -38.4% | -39.7% |
| 3M | -94.1% | -2.5% | -91.7% | -94.0% |
| 6M | -98.2% | +4.0% | -102.2% | -98.3% |
| YTD | -98.0% | +9.3% | -107.3% | -98.1% |
| 1Y | -100.0% | +5.6% | -105.6% | -100.0% |
| 3Y | -100.0% | +31.3% | -131.3% | -100.0% |
| All | -100.0% | +31.2% | -131.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling