+271.6%
NTRS vs RACE
+640.3%
-368.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | +1.7% | -1.0% | +2.7% | +2.1% |
| 30D | +0.1% | -1.5% | +1.7% | +0.5% |
| 3M | +9.8% | +15.5% | -5.6% | +3.4% |
| 6M | +34.7% | +17.3% | +17.4% | +25.2% |
| YTD | +37.4% | +11.1% | +26.3% | +29.5% |
| 1Y | +48.2% | -14.3% | +62.4% | +53.5% |
| 3Y | +163.5% | +40.2% | +123.3% | +113.4% |
| 5Y | +88.2% | +92.6% | -4.3% | +29.9% |
| 10Y | +246.8% | +786.6% | -539.7% | +30.4% |
| All | +271.6% | +640.3% | -368.7% | +32.5% |
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 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