+309.6%
NSC vs RACE
+740.1%
-430.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | -6.6% | +5.1% | -11.7% | -8.2% |
| 30D | +2.2% | +7.7% | -5.5% | -0.5% |
| 3M | -6.2% | +2.2% | -8.4% | -7.1% |
| 6M | +1.7% | +23.8% | -22.1% | -6.8% |
| YTD | +12.2% | +13.9% | -1.7% | +5.2% |
| 1Y | +15.4% | +3.8% | +11.6% | +12.0% |
| 3Y | +73.3% | +28.0% | +45.3% | +47.0% |
| 5Y | +24.7% | +64.9% | -40.2% | -7.2% |
| All | +309.6% | +740.1% | -430.5% | +100.4% |
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