+208.1%
XEL vs RACE
+663.9%
-455.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | +1.1% | +3.9% | -2.9% | +0.5% |
| 30D | +8.7% | +7.4% | +1.2% | +7.5% |
| 3M | +3.5% | +1.6% | +1.9% | +3.2% |
| 6M | +2.6% | +23.3% | -20.8% | -1.0% |
| YTD | +11.1% | +14.7% | -3.6% | +8.0% |
| 1Y | +2.2% | +2.5% | -0.4% | +1.1% |
| 3Y | +51.1% | +28.0% | +23.1% | +41.0% |
| 5Y | +48.0% | +69.8% | -21.8% | +29.5% |
| 10Y | +175.3% | +734.9% | -559.6% | +98.5% |
| All | +208.1% | +663.9% | -455.8% | +125.3% |
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