+43.8%
XLU vs RACE
+87.3%
-43.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.6% | -2.6% | +3.3% | +1.0% |
| 30D | -0.4% | -1.1% | +0.7% | -0.4% |
| 3M | -1.7% | +12.5% | -14.3% | -3.7% |
| 6M | -7.1% | +17.4% | -24.5% | -9.8% |
| YTD | +1.9% | +10.1% | -8.2% | -0.1% |
| 1Y | +6.1% | -15.1% | +21.3% | +8.1% |
| 3Y | +48.8% | +38.9% | +9.8% | +34.1% |
| 5Y | +43.8% | +90.7% | -46.9% | +19.6% |
| All | +43.8% | +87.3% | -43.5% | +19.6% |
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