+227.3%
XLI vs RACE
+717.8%
-490.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | +4.3% | -4.0% | +8.3% | +5.8% |
| 30D | +0.5% | +3.5% | -3.1% | -0.8% |
| 3M | -8.6% | -0.4% | -8.2% | -8.7% |
| 6M | -2.3% | +23.2% | -25.5% | -10.0% |
| YTD | +10.1% | +11.0% | -0.9% | +4.5% |
| 1Y | +11.0% | -2.2% | +13.2% | +10.3% |
| 3Y | +72.3% | +22.5% | +49.7% | +49.7% |
| 5Y | +70.8% | +63.2% | +7.7% | +28.7% |
| All | +227.3% | +717.8% | -490.5% | +53.0% |
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