+267.4%
XLF vs RACE
+658.9%
-391.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | +1.2% | +5.1% | -3.9% | -0.6% |
| 30D | +6.3% | +7.7% | -1.4% | +3.7% |
| 3M | -0.8% | +2.2% | -2.9% | -1.7% |
| 6M | +11.0% | +23.8% | -12.7% | +2.3% |
| YTD | +5.6% | +13.9% | -8.3% | -0.5% |
| 1Y | +10.8% | +3.8% | +7.0% | +7.7% |
| 3Y | +77.8% | +28.0% | +49.8% | +52.6% |
| 5Y | +55.6% | +64.9% | -9.3% | +17.8% |
| 10Y | +252.5% | +780.4% | -527.9% | +51.4% |
| All | +267.4% | +658.9% | -391.5% | +50.2% |
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