-62.1%
XE vs RACE
+16.7%
-78.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.3% |
| 7D | +6.2% | -1.2% | +7.4% | +6.9% |
| 30D | -4.8% | +6.1% | -11.0% | -8.7% |
| 3M | -51.3% | -0.3% | -51.0% | -51.4% |
| 6M | -64.2% | +23.4% | -87.7% | -68.5% |
| All | -62.1% | +16.7% | -78.8% | -64.8% |
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