+272.7%
XLF vs RACE
+663.9%
-391.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +0.7% | +3.9% | -3.2% | -0.6% |
| 30D | +6.0% | +7.4% | -1.5% | +3.4% |
| 3M | +1.0% | +1.6% | -0.6% | +0.3% |
| 6M | +14.0% | +23.3% | -9.3% | +5.2% |
| YTD | +7.2% | +14.7% | -7.5% | +0.7% |
| 1Y | +11.6% | +2.5% | +9.1% | +9.0% |
| 3Y | +81.2% | +28.0% | +53.2% | +55.6% |
| 5Y | +57.9% | +69.8% | -11.9% | +18.2% |
| 10Y | +234.4% | +734.9% | -500.5% | +45.8% |
| All | +272.7% | +663.9% | -391.2% | +52.0% |
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