+32.8%
XLRE vs RACE
+39.3%
-6.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | -2.4% | -1.5% | -0.9% | -2.2% |
| 3M | +0.6% | +15.5% | -14.9% | -2.3% |
| 6M | +3.9% | +17.3% | -13.3% | +0.4% |
| YTD | +10.5% | +11.1% | -0.6% | +7.6% |
| 1Y | +8.4% | -14.3% | +22.7% | +10.7% |
| 3Y | +32.8% | +40.2% | -7.4% | +8.5% |
| All | +32.8% | +39.3% | -6.5% | +8.5% |
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