+212.7%
XHB vs RACE
+647.6%
-434.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.8% |
| 7D | -1.3% | -2.5% | +1.2% | -0.2% |
| 30D | -6.9% | +0.8% | -7.7% | -7.3% |
| 3M | -1.3% | +17.2% | -18.4% | -8.3% |
| 6M | -6.8% | +13.6% | -20.4% | -12.5% |
| YTD | +0.7% | +12.2% | -11.5% | -5.4% |
| 1Y | -11.2% | -16.3% | +5.0% | -5.8% |
| 3Y | +25.3% | +36.4% | -11.1% | +2.2% |
| 5Y | +37.3% | +95.0% | -57.6% | -6.7% |
| 10Y | +211.5% | +813.2% | -601.7% | +28.2% |
| All | +212.7% | +647.6% | -434.9% | +24.5% |
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