+104.9%
XLRE vs RACE
+647.6%
-542.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -1.2% | -2.5% | +1.3% | -0.5% |
| 30D | -2.8% | +0.8% | -3.6% | -3.1% |
| 3M | -0.2% | +17.2% | -17.3% | -5.1% |
| 6M | +1.9% | +13.6% | -11.6% | -2.5% |
| YTD | +10.6% | +12.2% | -1.6% | +5.7% |
| 1Y | +8.8% | -16.3% | +25.1% | +12.8% |
| 3Y | +31.5% | +36.4% | -4.9% | +13.8% |
| 5Y | +6.6% | +95.0% | -88.4% | -19.0% |
| 10Y | +84.0% | +813.2% | -729.2% | -2.4% |
| All | +104.9% | +647.6% | -542.8% | +5.9% |
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 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