+272.1%
XLF vs RACE
+647.6%
-375.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.1% |
| 7D | 0.0% | -2.5% | +2.5% | +0.9% |
| 30D | +0.2% | +0.8% | -0.6% | -0.2% |
| 3M | +11.7% | +17.2% | -5.4% | +5.2% |
| 6M | +13.8% | +13.6% | +0.2% | +7.8% |
| YTD | +7.0% | +12.2% | -5.2% | +1.3% |
| 1Y | +9.1% | -16.3% | +25.4% | +13.9% |
| 3Y | +75.6% | +36.4% | +39.2% | +46.6% |
| 5Y | +66.4% | +95.0% | -28.5% | +17.7% |
| 10Y | +250.3% | +813.2% | -563.0% | +49.0% |
| All | +272.1% | +647.6% | -375.5% | +53.0% |
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