+8.1%
XLRE vs RACE
+87.3%
-79.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -0.7% | -2.6% | +1.9% | 0.0% |
| 30D | -2.2% | -1.1% | -1.1% | -2.0% |
| 3M | -2.6% | +12.5% | -15.2% | -6.2% |
| 6M | +2.6% | +17.4% | -14.9% | -2.7% |
| YTD | +9.3% | +10.1% | -0.9% | +5.1% |
| 1Y | +7.2% | -15.1% | +22.4% | +11.0% |
| 3Y | +31.3% | +38.9% | -7.6% | +7.9% |
| 5Y | +8.1% | +90.7% | -82.5% | -23.6% |
| All | +8.1% | +87.3% | -79.1% | -23.6% |
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 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