+6.9%
NI vs RACE
-15.2%
+22.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +2.3% | -1.0% | +3.3% | +2.4% |
| 30D | -1.7% | -1.5% | -0.1% | -1.6% |
| 3M | -8.0% | +15.5% | -23.5% | -9.3% |
| 6M | -8.6% | +17.3% | -25.9% | -10.2% |
| YTD | +2.3% | +11.1% | -8.8% | +1.0% |
| 1Y | +6.9% | -14.3% | +21.2% | +9.2% |
| All | +6.9% | -15.2% | +22.1% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling