+16.5%
NU vs RACE
+64.3%
-47.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.4% |
| 7D | +3.6% | +5.1% | -1.5% | +0.4% |
| 30D | -22.8% | +7.7% | -30.5% | -26.3% |
| 3M | -14.8% | +2.2% | -17.0% | -16.2% |
| 6M | -16.9% | +23.8% | -40.7% | -28.2% |
| YTD | -28.1% | +13.9% | -42.0% | -35.4% |
| 1Y | -24.5% | +3.8% | -28.3% | -27.8% |
| 3Y | +44.8% | +28.0% | +16.7% | -0.1% |
| All | +16.5% | +64.3% | -47.8% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling