+202.3%
EXEL vs RACE
+93.6%
+108.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | +8.4% | -2.5% | +10.9% | +8.9% |
| 30D | +4.1% | +0.8% | +3.3% | +3.8% |
| 3M | +12.4% | +17.2% | -4.7% | +8.8% |
| 6M | +41.5% | +13.6% | +28.0% | +37.3% |
| YTD | +34.6% | +12.2% | +22.4% | +30.7% |
| 1Y | +57.9% | -16.3% | +74.1% | +61.6% |
| 3Y | +159.5% | +36.4% | +123.1% | +132.1% |
| All | +202.3% | +93.6% | +108.7% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling