+20.8%
XBI vs RACE
+87.3%
-66.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -3.6% | -2.6% | -1.0% | -2.6% |
| 30D | +0.9% | -1.1% | +1.9% | +1.2% |
| 3M | +21.4% | +12.5% | +8.9% | +15.0% |
| 6M | +25.5% | +17.4% | +8.1% | +16.2% |
| YTD | +30.8% | +10.1% | +20.7% | +23.6% |
| 1Y | +68.6% | -15.1% | +83.7% | +77.3% |
| 3Y | +103.9% | +38.9% | +65.0% | +51.4% |
| 5Y | +20.8% | +90.7% | -69.9% | -31.0% |
| All | +20.8% | +87.3% | -66.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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