+284.9%
NSC vs RACE
+729.2%
-444.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.1% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | +1.7% | +6.1% | -4.4% | -0.5% |
| 3M | -2.6% | -0.3% | -2.3% | -2.7% |
| 6M | +6.4% | +23.4% | -17.0% | -2.5% |
| YTD | +15.5% | +12.5% | +3.0% | +8.7% |
| 1Y | +17.6% | -0.5% | +18.1% | +15.8% |
| 3Y | +75.0% | +23.6% | +51.4% | +50.3% |
| 5Y | +32.2% | +65.4% | -33.3% | -2.1% |
| All | +284.9% | +729.2% | -444.3% | +71.4% |
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