+49.1%
XEL vs RACE
+65.0%
-15.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -0.2% | +5.1% | -5.3% | -0.7% |
| 30D | +10.0% | +7.7% | +2.3% | +9.1% |
| 3M | +4.3% | +2.2% | +2.2% | +4.0% |
| 6M | +0.5% | +23.8% | -23.3% | -2.2% |
| YTD | +10.4% | +13.9% | -3.5% | +8.2% |
| 1Y | +2.0% | +3.8% | -1.8% | +1.1% |
| 3Y | +45.6% | +28.0% | +17.5% | +35.8% |
| All | +49.1% | +65.0% | -15.9% | +29.7% |
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