+246.5%
XLF vs RACE
+832.2%
-585.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -2.9% | -2.2% | -0.7% | -2.1% |
| 30D | -1.6% | -0.4% | -1.2% | -1.6% |
| 3M | +9.3% | +17.9% | -8.6% | +2.5% |
| 6M | +14.6% | +19.3% | -4.7% | +6.5% |
| YTD | +4.7% | +11.9% | -7.1% | -0.8% |
| 1Y | +8.6% | -12.7% | +21.4% | +11.7% |
| 3Y | +73.9% | +41.1% | +32.8% | +41.3% |
| 5Y | +65.0% | +94.1% | -29.0% | +14.0% |
| All | +246.5% | +832.2% | -585.7% | +46.9% |
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 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