+173.9%
XLE vs RACE
+741.5%
-567.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -0.2% | -3.9% | +3.6% | +0.8% |
| 30D | -4.0% | +6.8% | -10.8% | -5.8% |
| 3M | +4.6% | +1.3% | +3.3% | +3.9% |
| 6M | +12.3% | +26.3% | -14.0% | +4.1% |
| YTD | +44.5% | +13.8% | +30.7% | +36.7% |
| 1Y | +42.4% | -0.5% | +42.9% | +40.4% |
| 3Y | +67.0% | +25.6% | +41.4% | +45.6% |
| 5Y | +161.9% | +67.6% | +94.3% | +99.8% |
| 10Y | +173.9% | +724.7% | -550.8% | +36.0% |
| All | +173.9% | +741.5% | -567.6% | +36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling