+129.9%
XRT vs RACE
+658.9%
-529.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.2% |
| 7D | +0.9% | +5.1% | -4.2% | -1.0% |
| 30D | +7.9% | +7.7% | +0.3% | +5.0% |
| 3M | -0.2% | +2.2% | -2.4% | -1.2% |
| 6M | +5.6% | +23.8% | -18.2% | -3.3% |
| YTD | +5.7% | +13.9% | -8.2% | -0.9% |
| 1Y | +14.6% | +3.8% | +10.8% | +11.4% |
| 3Y | +50.7% | +28.0% | +22.6% | +28.5% |
| 5Y | -4.8% | +64.9% | -69.8% | -28.7% |
| 10Y | +152.6% | +780.4% | -627.7% | +16.0% |
| All | +129.9% | +658.9% | -529.0% | +0.1% |
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