+30.1%
XEL vs RACE
+92.4%
-62.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +1.3% | -1.0% | +2.3% | +1.4% |
| 30D | -1.5% | -1.5% | 0.0% | -1.4% |
| 3M | -0.2% | +15.5% | -15.7% | -2.0% |
| 6M | -5.4% | +17.3% | -22.7% | -7.4% |
| YTD | +5.6% | +11.1% | -5.5% | +3.9% |
| 1Y | +10.5% | -14.3% | +24.7% | +11.8% |
| 3Y | +49.2% | +40.2% | +9.0% | +37.0% |
| 5Y | +30.1% | +92.6% | -62.5% | +11.9% |
| All | +30.1% | +92.4% | -62.3% | +11.9% |
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