+198.0%
XLB vs RACE
+658.9%
-460.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | -1.5% | +5.1% | -6.6% | -3.2% |
| 30D | +6.1% | +7.7% | -1.6% | +3.3% |
| 3M | 0.0% | +2.2% | -2.1% | -0.9% |
| 6M | 0.0% | +23.8% | -23.8% | -7.9% |
| YTD | +16.0% | +13.9% | +2.1% | +9.3% |
| 1Y | +24.7% | +3.8% | +21.0% | +21.4% |
| 3Y | +40.4% | +28.0% | +12.3% | +21.1% |
| 5Y | +30.7% | +64.9% | -34.3% | -0.3% |
| 10Y | +173.3% | +780.4% | -607.1% | +23.5% |
| All | +198.0% | +658.9% | -460.9% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling