+235.2%
XLI vs RACE
+738.3%
-503.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.2% | +3.6% |
| 7D | -0.5% | +3.9% | -4.4% | -1.8% |
| 30D | -0.2% | +7.4% | -7.6% | -2.7% |
| 3M | -8.6% | +1.6% | -10.2% | -9.3% |
| 6M | -2.0% | +23.3% | -25.3% | -9.7% |
| YTD | +9.7% | +14.7% | -4.9% | +3.0% |
| 1Y | +11.4% | +2.5% | +8.9% | +8.8% |
| 3Y | +74.2% | +28.0% | +46.2% | +49.1% |
| 5Y | +70.0% | +69.8% | +0.2% | +26.3% |
| 10Y | +235.2% | +734.9% | -499.6% | +61.6% |
| All | +235.2% | +738.3% | -503.0% | +61.6% |
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