-21.8%
XYL vs RACE
+65.0%
-86.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | +5.9% | +5.1% | +0.8% | +4.2% |
| 30D | -3.9% | +7.7% | -11.6% | -6.1% |
| 3M | -18.7% | +2.2% | -20.9% | -19.3% |
| 6M | -16.9% | +23.8% | -40.6% | -22.8% |
| YTD | -27.4% | +13.9% | -41.3% | -31.2% |
| 1Y | -34.0% | +3.8% | -37.8% | -35.4% |
| 3Y | +5.6% | +28.0% | -22.4% | -14.7% |
| All | -21.8% | +65.0% | -86.8% | -48.1% |
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