+138.4%
XBI vs RACE
+649.8%
-511.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | -1.1% | -1.2% | +0.1% | -0.5% |
| 30D | +2.6% | +6.1% | -3.6% | 0.0% |
| 3M | -4.0% | -0.3% | -3.7% | -4.1% |
| 6M | +10.9% | +23.4% | -12.5% | 0.0% |
| YTD | +23.6% | +12.5% | +11.1% | +14.9% |
| 1Y | +35.1% | -0.5% | +35.6% | +32.7% |
| 3Y | +125.2% | +23.6% | +101.6% | +89.1% |
| 5Y | +19.7% | +65.4% | -45.7% | -15.1% |
| 10Y | +130.6% | +715.5% | -584.9% | -18.0% |
| All | +138.4% | +649.8% | -511.3% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling