+31.0%
XLB vs RACE
+68.9%
-37.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -3.9% | +2.2% | -0.4% |
| 30D | +7.2% | +6.8% | +0.4% | +5.0% |
| 3M | 0.0% | +1.3% | -1.3% | -0.5% |
| 6M | +2.3% | +26.3% | -24.0% | -5.5% |
| YTD | +18.4% | +13.8% | +4.6% | +12.4% |
| 1Y | +23.3% | -0.5% | +23.8% | +22.3% |
| 3Y | +45.2% | +25.6% | +19.5% | +24.5% |
| 5Y | +31.0% | +67.6% | -36.7% | -7.9% |
| All | +31.0% | +68.9% | -37.9% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling