-65.6%
XE vs RACE
+22.8%
-88.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +4.3% | -12.7% | -10.8% |
| 7D | -12.9% | +9.9% | -22.8% | -17.8% |
| 30D | -30.3% | +12.8% | -43.1% | -35.3% |
| 3M | -45.9% | +7.4% | -53.2% | -48.2% |
| 6M | -66.2% | +27.6% | -93.8% | -70.6% |
| All | -65.6% | +22.8% | -88.4% | -69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling