+377.6%
EXEL vs RACE
+738.3%
-360.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +2.9% |
| 7D | +2.3% | +3.9% | -1.6% | +1.0% |
| 30D | +19.8% | +7.4% | +12.4% | +17.0% |
| 3M | +32.7% | +1.6% | +31.1% | +31.6% |
| 6M | +49.0% | +23.3% | +25.6% | +37.5% |
| YTD | +63.7% | +14.7% | +49.0% | +53.7% |
| 1Y | +75.8% | +2.5% | +73.3% | +71.8% |
| 3Y | +241.3% | +28.0% | +213.3% | +190.2% |
| 5Y | +289.0% | +69.8% | +219.2% | +182.9% |
| 10Y | +377.6% | +734.9% | -357.3% | +87.3% |
| All | +377.6% | +738.3% | -360.7% | +87.3% |
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