+170.4%
XLU vs RACE
+647.6%
-477.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +0.8% | -2.5% | +3.3% | +1.3% |
| 30D | -1.3% | +0.8% | -2.1% | -1.5% |
| 3M | -1.3% | +17.2% | -18.5% | -4.5% |
| 6M | -7.6% | +13.6% | -21.2% | -10.3% |
| YTD | +2.3% | +12.2% | -9.9% | -0.7% |
| 1Y | +5.8% | -16.3% | +22.0% | +8.2% |
| 3Y | +50.5% | +36.4% | +14.1% | +36.7% |
| 5Y | +44.1% | +95.0% | -50.8% | +19.4% |
| 10Y | +138.2% | +813.2% | -675.0% | +60.6% |
| All | +170.4% | +647.6% | -477.2% | +83.3% |
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