+86.6%
XLRE vs RACE
+832.2%
-745.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | -2.7% | -2.2% | -0.5% | -2.1% |
| 30D | -2.3% | -0.4% | -1.9% | -2.3% |
| 3M | -3.5% | +17.9% | -21.4% | -8.6% |
| 6M | +1.9% | +19.3% | -17.4% | -4.3% |
| YTD | +8.3% | +11.9% | -3.5% | +3.4% |
| 1Y | +6.4% | -12.7% | +19.1% | +9.0% |
| 3Y | +30.2% | +41.1% | -10.9% | +10.0% |
| 5Y | +8.6% | +94.1% | -85.4% | -19.4% |
| All | +86.6% | +832.2% | -745.6% | -4.7% |
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