+106.7%
NI vs RACE
+65.0%
+41.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -0.9% | +5.1% | -6.0% | -1.7% |
| 30D | +9.6% | +7.7% | +1.9% | +8.5% |
| 3M | +2.5% | +2.2% | +0.3% | +2.0% |
| 6M | -5.8% | +23.8% | -29.6% | -9.1% |
| YTD | +8.6% | +13.9% | -5.3% | +5.8% |
| 1Y | +6.0% | +3.8% | +2.2% | +4.8% |
| 3Y | +91.0% | +28.0% | +63.0% | +76.5% |
| All | +106.7% | +65.0% | +41.7% | +71.6% |
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