+42.0%
XLP vs RACE
+65.0%
-23.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | +0.7% | +5.1% | -4.3% | 0.0% |
| 30D | +10.3% | +7.7% | +2.6% | +9.0% |
| 3M | +6.5% | +2.2% | +4.4% | +6.1% |
| 6M | +8.4% | +23.8% | -15.4% | +4.6% |
| YTD | +18.2% | +13.9% | +4.3% | +15.2% |
| 1Y | +22.4% | +3.8% | +18.6% | +21.1% |
| 3Y | +41.9% | +28.0% | +13.9% | +30.6% |
| All | +42.0% | +65.0% | -23.0% | +17.0% |
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 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