+299.5%
XLI vs RACE
+647.6%
-348.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -1.1% | -2.5% | +1.5% | -0.2% |
| 30D | -5.9% | +0.8% | -6.7% | -6.3% |
| 3M | -0.3% | +17.2% | -17.4% | -5.8% |
| 6M | +0.1% | +13.6% | -13.5% | -4.9% |
| YTD | +13.6% | +12.2% | +1.4% | +7.9% |
| 1Y | +17.2% | -16.3% | +33.4% | +22.2% |
| 3Y | +68.2% | +36.4% | +31.8% | +42.2% |
| 5Y | +80.7% | +95.0% | -14.2% | +30.7% |
| 10Y | +253.3% | +813.2% | -560.0% | +63.7% |
| All | +299.5% | +647.6% | -348.1% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling