+141.0%
XYL vs RACE
+793.3%
-652.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.3% |
| 7D | +1.8% | -1.0% | +2.8% | +2.2% |
| 30D | -9.2% | -1.5% | -7.7% | -8.8% |
| 3M | -0.3% | +15.5% | -15.7% | -6.0% |
| 6M | -11.0% | +17.3% | -28.3% | -17.1% |
| YTD | -19.2% | +11.1% | -30.3% | -23.8% |
| 1Y | -21.2% | -14.3% | -6.9% | -18.2% |
| 3Y | +18.6% | +40.2% | -21.6% | -6.4% |
| 5Y | -14.3% | +92.6% | -106.9% | -42.9% |
| 10Y | +141.0% | +786.6% | -645.5% | -14.5% |
| All | +141.0% | +793.3% | -652.2% | -14.5% |
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