+67.4%
XLI vs RACE
+28.1%
+39.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -2.8% | +5.1% | -7.9% | -3.8% |
| 30D | -3.1% | +7.7% | -10.8% | -4.5% |
| 3M | -11.7% | +2.2% | -13.9% | -12.2% |
| 6M | -7.6% | +23.8% | -31.3% | -11.7% |
| YTD | +5.7% | +13.9% | -8.2% | +2.2% |
| 1Y | +7.8% | +3.8% | +4.0% | +6.2% |
| 3Y | +67.4% | +28.0% | +39.4% | +56.5% |
| All | +67.4% | +28.1% | +39.3% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling