-11.1%
VRSK vs XLRE
+8.4%
-19.5%
-50.8%
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% | -0.3% |
| 7D | -5.2% | -1.2% | -4.0% | -4.5% |
| 30D | -2.3% | -2.4% | +0.1% | -0.9% |
| 3M | -2.9% | -2.5% | -0.4% | -1.3% |
| 6M | -12.8% | +4.0% | -16.8% | -14.8% |
| YTD | -20.8% | +9.3% | -30.1% | -25.0% |
| 1Y | -33.2% | +5.6% | -38.8% | -35.4% |
| 3Y | -26.6% | +31.3% | -57.9% | -38.7% |
| All | -11.1% | +8.4% | -19.5% | -14.6% |
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