+201.8%
NI vs RACE
+647.6%
-445.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | +2.0% | -2.5% | +4.5% | +2.5% |
| 30D | -3.5% | +0.8% | -4.3% | -3.8% |
| 3M | -9.1% | +17.2% | -26.3% | -12.1% |
| 6M | -11.8% | +13.6% | -25.4% | -14.5% |
| YTD | +1.1% | +12.2% | -11.1% | -1.9% |
| 1Y | +6.7% | -16.3% | +23.0% | +9.3% |
| 3Y | +71.1% | +36.4% | +34.6% | +55.1% |
| 5Y | +94.3% | +95.0% | -0.7% | +59.9% |
| 10Y | +135.8% | +813.2% | -677.5% | +53.4% |
| All | +201.8% | +647.6% | -445.8% | +95.7% |
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