+169.4%
XLV vs RACE
+844.0%
-674.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.5% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | -1.8% | +1.6% | -3.4% | -2.3% |
| 3M | +7.8% | +13.2% | -5.4% | +4.0% |
| 6M | +9.1% | +22.9% | -13.8% | +2.7% |
| YTD | +7.7% | +13.3% | -5.5% | +3.2% |
| 1Y | +20.4% | -12.7% | +33.1% | +23.1% |
| 3Y | +30.8% | +40.3% | -9.5% | +13.1% |
| 5Y | +34.6% | +96.5% | -61.9% | +2.3% |
| All | +169.4% | +844.0% | -674.6% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling