+167.2%
NTRS vs RACE
+42.2%
+125.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | +1.4% | +0.9% | +0.4% | +1.2% |
| 30D | -0.7% | +1.6% | -2.3% | -1.0% |
| 3M | +11.3% | +13.2% | -1.9% | +8.5% |
| 6M | +35.5% | +22.9% | +12.6% | +29.3% |
| YTD | +40.6% | +13.3% | +27.3% | +36.2% |
| 1Y | +49.2% | -12.7% | +61.9% | +53.3% |
| 3Y | +167.2% | +40.3% | +126.9% | +118.9% |
| All | +167.2% | +42.2% | +125.1% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling