+126.1%
XLP vs RACE
+647.6%
-521.5%
-24.5%
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% | -0.4% |
| 7D | -1.0% | -2.5% | +1.5% | -0.6% |
| 30D | -0.9% | +0.8% | -1.7% | -1.1% |
| 3M | +3.8% | +17.2% | -13.3% | +0.6% |
| 6M | -1.7% | +13.6% | -15.3% | -4.5% |
| YTD | +10.3% | +12.2% | -2.0% | +7.2% |
| 1Y | +7.8% | -16.3% | +24.1% | +10.3% |
| 3Y | +27.2% | +36.4% | -9.2% | +15.6% |
| 5Y | +32.5% | +95.0% | -62.4% | +9.8% |
| 10Y | +101.8% | +813.2% | -711.4% | +29.8% |
| All | +126.1% | +647.6% | -521.5% | +44.9% |
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