+285.4%
XME vs RACE
+738.3%
-452.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +0.9% | +3.9% | -3.0% | -0.6% |
| 30D | -7.3% | +7.4% | -14.7% | -10.0% |
| 3M | -14.8% | +1.6% | -16.4% | -15.5% |
| 6M | -18.4% | +23.3% | -41.7% | -25.4% |
| YTD | -4.7% | +14.7% | -19.3% | -11.1% |
| 1Y | +5.7% | +2.5% | +3.2% | +3.1% |
| 3Y | +104.0% | +28.0% | +76.0% | +70.1% |
| 5Y | +122.4% | +69.8% | +52.6% | +57.9% |
| 10Y | +285.4% | +734.9% | -449.5% | +42.2% |
| All | +285.4% | +738.3% | -452.9% | +42.2% |
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