+167.7%
XLB vs RACE
+738.3%
-570.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -1.4% | +3.9% | -5.3% | -2.8% |
| 30D | +7.1% | +7.4% | -0.3% | +4.3% |
| 3M | +0.6% | +1.6% | -1.0% | -0.2% |
| 6M | +3.5% | +23.3% | -19.8% | -4.9% |
| YTD | +18.2% | +14.7% | +3.6% | +10.8% |
| 1Y | +25.6% | +2.5% | +23.1% | +22.7% |
| 3Y | +46.7% | +28.0% | +18.7% | +25.0% |
| 5Y | +30.9% | +69.8% | -38.9% | -3.7% |
| 10Y | +167.7% | +734.9% | -567.1% | +27.0% |
| All | +167.7% | +738.3% | -570.5% | +27.0% |
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 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