+43.2%
XLB vs RACE
+24.7%
+18.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +0.5% | -1.2% | +1.7% | +0.8% |
| 30D | +5.2% | +6.1% | -1.0% | +3.8% |
| 3M | +0.3% | -0.3% | +0.6% | +0.3% |
| 6M | +1.2% | +23.4% | -22.3% | -3.5% |
| YTD | +16.6% | +12.5% | +4.1% | +12.9% |
| 1Y | +21.4% | -0.5% | +21.9% | +20.5% |
| 3Y | +43.2% | +23.6% | +19.6% | +34.6% |
| All | +43.2% | +24.7% | +18.5% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling