+88.2%
XLRE vs RVTY
+145.6%
-57.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.1% |
| 7D | -1.2% | -4.5% | +3.4% | +0.1% |
| 30D | -2.4% | +5.5% | -7.9% | -4.0% |
| 3M | -2.5% | +22.5% | -25.0% | -8.5% |
| 6M | +4.0% | +38.9% | -34.9% | -6.7% |
| YTD | +9.3% | +28.7% | -19.5% | -0.2% |
| 1Y | +5.6% | +45.5% | -39.9% | -7.7% |
| 3Y | +31.3% | +16.4% | +14.9% | +19.3% |
| 5Y | +9.5% | -32.7% | +42.3% | +16.2% |
| All | +88.2% | +145.6% | -57.4% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling