+206.2%
XEL vs RACE
+658.9%
-452.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -0.2% | +5.1% | -5.3% | -0.9% |
| 30D | +10.0% | +7.7% | +2.3% | +8.8% |
| 3M | +4.3% | +2.2% | +2.2% | +3.9% |
| 6M | +0.5% | +23.8% | -23.3% | -3.1% |
| YTD | +10.4% | +13.9% | -3.5% | +7.5% |
| 1Y | +2.0% | +3.8% | -1.8% | +0.7% |
| 3Y | +45.6% | +28.0% | +17.5% | +35.8% |
| 5Y | +46.6% | +64.9% | -18.3% | +28.9% |
| 10Y | +168.3% | +780.4% | -612.0% | +93.0% |
| All | +206.2% | +658.9% | -452.7% | +124.1% |
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