+188.7%
XEL vs RACE
+647.6%
-458.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.0% | -2.5% | +1.6% | -0.6% |
| 30D | -1.9% | +0.8% | -2.7% | -2.1% |
| 3M | -1.9% | +17.2% | -19.1% | -4.4% |
| 6M | -7.4% | +13.6% | -21.0% | -9.6% |
| YTD | +4.1% | +12.2% | -8.2% | +1.6% |
| 1Y | +8.0% | -16.3% | +24.3% | +10.1% |
| 3Y | +48.4% | +36.4% | +12.0% | +36.8% |
| 5Y | +27.2% | +95.0% | -67.7% | +8.4% |
| 10Y | +146.8% | +813.2% | -666.4% | +77.5% |
| All | +188.7% | +647.6% | -458.9% | +111.9% |
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 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