+1,065.2%
NRG vs RACE
+844.0%
+221.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.2% |
| 7D | -4.7% | +0.9% | -5.6% | -5.0% |
| 30D | -6.0% | +1.6% | -7.6% | -6.6% |
| 3M | -8.0% | +13.2% | -21.1% | -12.4% |
| 6M | -23.2% | +22.9% | -46.0% | -29.2% |
| YTD | -28.1% | +13.3% | -41.3% | -32.0% |
| 1Y | -27.3% | -12.7% | -14.6% | -25.3% |
| 3Y | +208.7% | +40.3% | +168.4% | +157.5% |
| 5Y | +197.7% | +96.5% | +101.2% | +111.2% |
| All | +1,065.2% | +844.0% | +221.2% | +343.7% |
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 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