+134.0%
XLC vs RACE
+203.9%
-69.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.7% |
| 7D | +6.2% | +0.2% | +6.0% | +6.1% |
| 30D | -2.4% | +6.6% | -9.0% | -4.8% |
| 3M | -3.3% | +2.2% | -5.5% | -4.3% |
| 6M | -7.3% | +22.4% | -29.7% | -15.1% |
| YTD | -7.6% | +13.8% | -21.4% | -13.6% |
| 1Y | -3.7% | +2.2% | -5.9% | -6.0% |
| 3Y | +62.9% | +25.6% | +37.3% | +36.5% |
| 5Y | +41.6% | +71.0% | -29.3% | -0.5% |
| All | +134.0% | +203.9% | -69.9% | +16.3% |
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 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