+133.1%
XLC vs RACE
+206.2%
-73.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | +7.1% | +3.9% | +3.2% | +5.5% |
| 30D | -2.7% | +7.4% | -10.2% | -5.5% |
| 3M | -3.2% | +1.6% | -4.8% | -4.0% |
| 6M | -7.7% | +23.3% | -31.0% | -15.7% |
| YTD | -8.0% | +14.7% | -22.6% | -14.2% |
| 1Y | -3.1% | +2.5% | -5.6% | -5.5% |
| 3Y | +64.9% | +28.0% | +36.9% | +37.0% |
| 5Y | +39.5% | +69.8% | -30.3% | -1.7% |
| All | +133.1% | +206.2% | -73.1% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling