+427.6%
NSC vs RACE
+647.6%
-220.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -5.5% | -2.5% | -3.0% | -4.7% |
| 30D | -3.2% | +0.8% | -4.0% | -3.5% |
| 3M | +7.7% | +17.2% | -9.5% | +1.4% |
| 6M | +4.5% | +13.6% | -9.1% | -1.1% |
| YTD | +15.6% | +12.2% | +3.4% | +9.4% |
| 1Y | +19.8% | -16.3% | +36.1% | +24.9% |
| 3Y | +70.1% | +36.4% | +33.7% | +42.4% |
| 5Y | +46.1% | +95.0% | -48.8% | +3.8% |
| 10Y | +328.1% | +813.2% | -485.2% | +87.1% |
| All | +427.6% | +647.6% | -220.0% | +126.7% |
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