-30.6%
VRSK vs XLRE
+9.1%
-39.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | -3.1% | -1.2% | -1.9% | -2.5% |
| 30D | -1.6% | -2.8% | +1.2% | 0.0% |
| 3M | +3.5% | -0.2% | +3.7% | +4.4% |
| 6M | -13.4% | +1.9% | -15.3% | -13.3% |
| YTD | -16.5% | +10.6% | -27.1% | -22.0% |
| 1Y | -30.6% | +8.8% | -39.4% | -33.5% |
| All | -30.6% | +9.1% | -39.7% | -33.5% |
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