+200.3%
XLV vs RACE
+647.6%
-447.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | +0.2% | -2.5% | +2.7% | +0.8% |
| 30D | +4.4% | +0.8% | +3.7% | +4.2% |
| 3M | +13.2% | +17.2% | -3.9% | +8.5% |
| 6M | +10.1% | +13.6% | -3.5% | +6.0% |
| YTD | +11.7% | +12.2% | -0.5% | +7.5% |
| 1Y | +26.9% | -16.3% | +43.2% | +31.0% |
| 3Y | +35.0% | +36.4% | -1.5% | +19.0% |
| 5Y | +35.9% | +95.0% | -59.1% | +5.9% |
| 10Y | +179.0% | +813.2% | -634.2% | +52.6% |
| All | +200.3% | +647.6% | -447.3% | +59.8% |
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 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