+43.0%
XLC vs RACE
+68.9%
-25.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | -3.9% | +7.3% | +4.9% |
| 30D | -2.6% | +6.8% | -9.4% | -4.8% |
| 3M | -2.1% | +1.3% | -3.4% | -2.7% |
| 6M | -5.5% | +26.3% | -31.8% | -13.5% |
| YTD | -6.9% | +13.8% | -20.7% | -12.2% |
| 1Y | -3.7% | -0.5% | -3.3% | -4.6% |
| 3Y | +64.2% | +25.6% | +38.6% | +35.4% |
| 5Y | +43.0% | +67.6% | -24.6% | -6.3% |
| All | +43.0% | +68.9% | -25.9% | -6.3% |
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 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