+37.7%
XLC vs RACE
+93.6%
-55.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.5% |
| 7D | -0.8% | -2.5% | +1.7% | 0.0% |
| 30D | +1.0% | +0.8% | +0.3% | +0.7% |
| 3M | -0.7% | +17.2% | -17.9% | -6.4% |
| 6M | -5.1% | +13.6% | -18.7% | -10.0% |
| YTD | -4.3% | +12.2% | -16.5% | -9.2% |
| 1Y | -0.6% | -16.3% | +15.7% | +4.5% |
| 3Y | +72.7% | +36.4% | +36.3% | +35.6% |
| All | +37.7% | +93.6% | -55.9% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling