+32.9%
XLV vs RACE
+10.6%
+22.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +2.4% |
| 7D | +5.5% | +9.9% | -4.4% | +3.9% |
| 30D | +13.3% | +12.8% | +0.5% | +11.2% |
| 3M | +17.4% | +7.4% | +10.1% | +16.0% |
| 6M | +32.1% | +27.6% | +4.5% | +26.8% |
| YTD | +24.0% | +18.4% | +5.7% | +19.6% |
| 1Y | +32.9% | +9.5% | +23.4% | +30.8% |
| All | +32.9% | +10.6% | +22.3% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling