+164.2%
XLB vs RACE
+740.2%
-576.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +6.9% | +6.6% | +0.3% | +4.4% |
| 3M | -0.2% | +2.2% | -2.4% | -1.2% |
| 6M | +3.3% | +22.4% | -19.1% | -4.8% |
| YTD | +18.0% | +13.8% | +4.2% | +10.9% |
| 1Y | +24.2% | +2.2% | +22.0% | +21.4% |
| 3Y | +44.7% | +25.6% | +19.1% | +24.2% |
| 5Y | +31.6% | +71.0% | -39.4% | -3.5% |
| 10Y | +164.2% | +739.1% | -574.9% | +23.9% |
| All | +164.2% | +740.2% | -576.0% | +23.9% |
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