+97.0%
NI vs RACE
+93.6%
+3.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | +2.0% | -2.5% | +4.5% | +2.4% |
| 30D | -3.5% | +0.8% | -4.3% | -3.7% |
| 3M | -9.1% | +17.2% | -26.3% | -11.4% |
| 6M | -11.8% | +13.6% | -25.4% | -13.8% |
| YTD | +1.1% | +12.2% | -11.1% | -1.2% |
| 1Y | +6.7% | -16.3% | +23.0% | +9.0% |
| 3Y | +71.1% | +36.4% | +34.6% | +56.2% |
| All | +97.0% | +93.6% | +3.4% | +64.9% |
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