+409.5%
XME vs RACE
+793.3%
-383.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +3.6% | -1.0% | +4.7% | +4.0% |
| 30D | +3.6% | -1.5% | +5.2% | +4.2% |
| 3M | +1.2% | +15.5% | -14.2% | -4.8% |
| 6M | +9.0% | +17.3% | -8.2% | +1.6% |
| YTD | +15.9% | +11.1% | +4.8% | +9.6% |
| 1Y | +43.2% | -14.3% | +57.5% | +48.9% |
| 3Y | +137.4% | +40.2% | +97.2% | +88.6% |
| 5Y | +185.0% | +92.6% | +92.5% | +90.1% |
| 10Y | +409.5% | +786.6% | -377.1% | +63.9% |
| All | +409.5% | +793.3% | -383.8% | +63.9% |
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