+191.9%
NI vs RACE
+717.8%
-525.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.1% |
| 7D | +3.1% | -4.0% | +7.1% | +3.9% |
| 30D | +11.2% | +3.5% | +7.6% | +10.3% |
| 3M | +9.8% | -0.4% | +10.3% | +9.8% |
| 6M | -1.6% | +23.2% | -24.8% | -6.3% |
| YTD | +12.6% | +11.0% | +1.7% | +9.2% |
| 1Y | +7.8% | -2.2% | +10.0% | +7.3% |
| 3Y | +100.5% | +22.5% | +78.0% | +84.2% |
| 5Y | +114.4% | +63.2% | +51.3% | +79.7% |
| All | +191.9% | +717.8% | -525.9% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling