-22.6%
XYL vs RACE
+64.4%
-87.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -3.7% | -1.2% | -2.5% | -3.4% |
| 30D | -8.3% | +6.1% | -14.5% | -10.0% |
| 3M | -21.4% | -0.3% | -21.1% | -21.4% |
| 6M | -12.9% | +23.4% | -36.4% | -19.1% |
| YTD | -30.1% | +12.5% | -42.6% | -33.6% |
| 1Y | -35.2% | -0.5% | -34.7% | -35.6% |
| 3Y | -0.8% | +23.6% | -24.4% | -18.5% |
| All | -22.6% | +64.4% | -87.0% | -48.2% |
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