+49.2%
NTRS vs RACE
-12.0%
+61.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +1.4% | +0.9% | +0.4% | +1.3% |
| 30D | -0.7% | +1.6% | -2.3% | -0.8% |
| 3M | +11.3% | +13.2% | -1.9% | +10.3% |
| 6M | +35.5% | +22.9% | +12.6% | +32.7% |
| YTD | +40.6% | +13.3% | +27.3% | +38.7% |
| 1Y | +49.2% | -12.7% | +61.9% | +50.5% |
| All | +49.2% | -12.0% | +61.2% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling