+311.7%
EXEL vs RACE
+729.2%
-417.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.7% |
| 7D | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | +13.1% | +6.1% | +7.0% | +10.9% |
| 3M | +36.3% | -0.3% | +36.6% | +36.1% |
| 6M | +34.5% | +23.4% | +11.1% | +24.2% |
| YTD | +57.4% | +12.5% | +44.9% | +48.7% |
| 1Y | +62.9% | -0.5% | +63.4% | +60.9% |
| 3Y | +229.5% | +23.6% | +205.9% | +183.8% |
| 5Y | +281.2% | +65.4% | +215.8% | +179.8% |
| All | +311.7% | +729.2% | -417.5% | +55.7% |
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