+228.1%
XYL vs RACE
+663.9%
-435.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +2.1% | +3.9% | -1.9% | +0.7% |
| 30D | -3.4% | +7.4% | -10.8% | -5.8% |
| 3M | -17.2% | +1.6% | -18.8% | -17.8% |
| 6M | -12.0% | +23.3% | -35.4% | -19.0% |
| YTD | -26.3% | +14.7% | -41.0% | -31.0% |
| 1Y | -33.5% | +2.5% | -36.0% | -35.1% |
| 3Y | +6.4% | +28.0% | -21.6% | -10.1% |
| 5Y | -20.9% | +69.8% | -90.7% | -42.0% |
| 10Y | +120.8% | +734.9% | -614.0% | -3.7% |
| All | +228.1% | +663.9% | -435.9% | +35.4% |
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