+285.9%
EXEL vs RACE
+62.4%
+223.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.7% |
| 7D | +1.6% | -4.0% | +5.6% | +2.5% |
| 30D | +17.4% | +3.5% | +13.8% | +16.6% |
| 3M | +38.6% | -0.4% | +39.0% | +38.6% |
| 6M | +41.2% | +23.2% | +18.1% | +35.0% |
| YTD | +59.3% | +11.0% | +48.4% | +54.8% |
| 1Y | +60.2% | -2.2% | +62.4% | +59.7% |
| 3Y | +232.6% | +22.5% | +210.0% | +205.5% |
| 5Y | +285.9% | +63.2% | +222.7% | +210.3% |
| All | +285.9% | +62.4% | +223.5% | +210.3% |
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 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