+1,167.2%
EXEL vs RACE
+658.9%
+508.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.7% |
| 7D | +0.3% | +5.1% | -4.8% | -1.4% |
| 30D | +19.0% | +7.7% | +11.3% | +16.2% |
| 3M | +33.3% | +2.2% | +31.1% | +32.0% |
| 6M | +42.9% | +23.8% | +19.1% | +32.1% |
| YTD | +58.7% | +13.9% | +44.8% | +49.7% |
| 1Y | +70.5% | +3.8% | +66.7% | +66.0% |
| 3Y | +233.8% | +28.0% | +205.8% | +186.9% |
| 5Y | +259.3% | +64.9% | +194.4% | +170.9% |
| 10Y | +484.1% | +780.4% | -296.2% | +131.9% |
| All | +1,167.2% | +658.9% | +508.3% | +363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling