+34.1%
XLP vs RACE
+93.6%
-59.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.0% | -2.5% | +1.5% | -0.7% |
| 30D | -0.9% | +0.8% | -1.7% | -1.0% |
| 3M | +3.8% | +17.2% | -13.3% | +1.1% |
| 6M | -1.7% | +13.6% | -15.3% | -4.0% |
| YTD | +10.3% | +12.2% | -2.0% | +7.8% |
| 1Y | +7.8% | -16.3% | +24.1% | +10.1% |
| 3Y | +27.2% | +36.4% | -9.2% | +15.2% |
| All | +34.1% | +93.6% | -59.5% | +8.6% |
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