+42.7%
XLP vs RACE
+65.1%
-22.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.4% |
| 7D | +3.5% | +5.7% | -2.2% | +2.6% |
| 30D | +11.6% | +9.3% | +2.3% | +10.1% |
| 3M | +7.6% | +3.8% | +3.8% | +6.9% |
| 6M | +10.0% | +29.8% | -19.8% | +5.4% |
| YTD | +19.7% | +15.6% | +4.1% | +16.5% |
| 1Y | +23.5% | +5.1% | +18.4% | +21.9% |
| 3Y | +44.0% | +30.8% | +13.2% | +32.0% |
| 5Y | +42.7% | +67.4% | -24.7% | +17.5% |
| All | +42.7% | +65.1% | -22.4% | +17.5% |
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