+237.6%
EXEL vs RACE
+26.1%
+211.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.8% | -3.9% | +1.0% | -2.3% |
| 30D | +18.2% | +6.8% | +11.4% | +17.2% |
| 3M | +37.7% | +1.3% | +36.4% | +37.3% |
| 6M | +42.2% | +26.3% | +16.0% | +37.5% |
| YTD | +61.3% | +13.8% | +47.5% | +57.4% |
| 1Y | +64.5% | -0.5% | +64.9% | +63.2% |
| All | +237.6% | +26.1% | +211.5% | +243.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling