+161.0%
XLB vs RACE
+793.9%
-632.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | -1.4% | -2.5% | +1.1% | -0.5% |
| 30D | -0.4% | +0.8% | -1.2% | -0.7% |
| 3M | +2.0% | +17.2% | -15.2% | -4.1% |
| 6M | +1.8% | +13.6% | -11.8% | -3.7% |
| YTD | +16.6% | +12.2% | +4.4% | +10.3% |
| 1Y | +16.9% | -16.3% | +33.2% | +22.5% |
| 3Y | +32.6% | +36.4% | -3.9% | +9.8% |
| 5Y | +35.6% | +95.0% | -59.3% | -5.6% |
| All | +161.0% | +793.9% | -632.9% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling