+124.8%
XRT vs RACE
+783.2%
-658.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -2.4% | -2.6% | +0.2% | -1.3% |
| 30D | -6.9% | -1.1% | -5.9% | -6.6% |
| 3M | -0.4% | +12.5% | -12.9% | -5.5% |
| 6M | +2.2% | +17.4% | -15.2% | -5.1% |
| YTD | -0.7% | +10.1% | -10.8% | -5.9% |
| 1Y | -2.0% | -15.1% | +13.1% | +2.6% |
| 3Y | +41.0% | +38.9% | +2.1% | +13.4% |
| 5Y | -3.3% | +90.7% | -94.0% | -33.8% |
| 10Y | +124.8% | +801.8% | -677.0% | -3.4% |
| All | +124.8% | +783.2% | -658.3% | -3.4% |
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