+133.9%
XRT vs RACE
+670.3%
-536.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.9% |
| 7D | +2.3% | +5.7% | -3.3% | +0.2% |
| 30D | +9.8% | +9.3% | +0.5% | +6.1% |
| 3M | -0.2% | +3.8% | -4.0% | -1.8% |
| 6M | +8.4% | +29.8% | -21.4% | -2.6% |
| YTD | +7.5% | +15.6% | -8.1% | +0.3% |
| 1Y | +13.2% | +5.1% | +8.1% | +9.5% |
| 3Y | +52.0% | +30.8% | +21.2% | +28.5% |
| 5Y | -3.2% | +67.4% | -70.6% | -27.9% |
| 10Y | +157.1% | +793.6% | -636.6% | +17.3% |
| All | +133.9% | +670.3% | -536.4% | +1.3% |
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