+108.1%
XLRE vs RVTY
+170.7%
-62.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | -0.7% | -5.4% | +4.7% | +0.8% |
| 30D | -2.2% | +6.7% | -9.0% | -4.2% |
| 3M | -2.6% | +19.0% | -21.6% | -7.9% |
| 6M | +2.6% | +34.6% | -32.1% | -7.1% |
| YTD | +9.3% | +28.3% | -19.0% | -0.2% |
| 1Y | +7.2% | +46.0% | -38.8% | -6.4% |
| 3Y | +31.3% | +16.9% | +14.4% | +19.1% |
| 5Y | +8.1% | -32.9% | +41.1% | +14.7% |
| 10Y | +88.9% | +141.6% | -52.7% | +26.4% |
| All | +108.1% | +170.7% | -62.6% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling