+422.0%
NUE vs RACE
+729.2%
-307.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -4.0% |
| 7D | +2.8% | -1.2% | +4.0% | +3.2% |
| 30D | -2.1% | +6.1% | -8.2% | -4.4% |
| 3M | -7.3% | -0.3% | -7.0% | -7.6% |
| 6M | +8.9% | +23.4% | -14.6% | -1.0% |
| YTD | +55.6% | +12.5% | +43.1% | +45.4% |
| 1Y | +74.7% | -0.5% | +75.1% | +71.4% |
| 3Y | +71.7% | +23.6% | +48.1% | +44.1% |
| 5Y | +141.2% | +65.4% | +75.8% | +70.9% |
| All | +422.0% | +729.2% | -307.2% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling