+743.0%
NEM vs RACE
+658.9%
+84.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +13.4% | +5.1% | +8.3% | +12.5% |
| 30D | +6.5% | +7.7% | -1.2% | +5.2% |
| 3M | +14.9% | +2.2% | +12.7% | +14.6% |
| 6M | +5.5% | +23.8% | -18.2% | +1.8% |
| YTD | +21.9% | +13.9% | +8.0% | +18.9% |
| 1Y | +47.9% | +3.8% | +44.1% | +46.2% |
| 3Y | +238.2% | +28.0% | +210.1% | +218.6% |
| 5Y | +146.2% | +64.9% | +81.3% | +120.4% |
| 10Y | +309.3% | +780.4% | -471.0% | +191.0% |
| All | +743.0% | +658.9% | +84.1% | +513.5% |
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 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