+194.1%
NRG vs RACE
+87.3%
+106.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | +3.9% | -2.6% | +6.5% | +4.6% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | -10.9% | +12.5% | -23.4% | -14.2% |
| 6M | -25.3% | +17.4% | -42.7% | -29.1% |
| YTD | -26.8% | +10.1% | -37.0% | -29.5% |
| 1Y | -23.3% | -15.1% | -8.1% | -20.8% |
| 3Y | +208.6% | +38.9% | +169.7% | +166.2% |
| 5Y | +194.1% | +90.7% | +103.5% | +125.2% |
| All | +194.1% | +87.3% | +106.9% | +125.2% |
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 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