+108.6%
XLRE vs RACE
+639.5%
-530.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +0.1% | -4.0% | +4.1% | +1.3% |
| 30D | +6.0% | +3.5% | +2.5% | +5.0% |
| 3M | +0.5% | -0.4% | +1.0% | +0.5% |
| 6M | +1.2% | +23.2% | -21.9% | -5.3% |
| YTD | +12.6% | +11.0% | +1.6% | +7.9% |
| 1Y | +11.0% | -2.2% | +13.2% | +10.4% |
| 3Y | +43.0% | +22.5% | +20.4% | +28.1% |
| 5Y | +9.1% | +63.2% | -54.1% | -12.6% |
| 10Y | +111.7% | +704.3% | -592.6% | +15.4% |
| All | +108.6% | +639.5% | -530.9% | +8.1% |
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