+776.9%
XLK vs RACE
+832.2%
-55.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.1% |
| 7D | -0.4% | -2.2% | +1.8% | +0.6% |
| 30D | -0.5% | -0.4% | -0.1% | -0.4% |
| 3M | +5.0% | +17.9% | -12.9% | -3.3% |
| 6M | +32.9% | +19.3% | +13.6% | +20.8% |
| YTD | +29.0% | +11.9% | +17.1% | +19.9% |
| 1Y | +37.8% | -12.7% | +50.6% | +42.6% |
| 3Y | +118.7% | +41.1% | +77.6% | +68.7% |
| 5Y | +145.6% | +94.1% | +51.5% | +57.2% |
| All | +776.9% | +832.2% | -55.4% | +228.8% |
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