+136.4%
NUE vs RACE
+67.1%
+69.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.5% |
| 7D | -10.2% | +3.9% | -14.2% | -11.2% |
| 30D | -0.4% | +7.4% | -7.9% | -2.6% |
| 3M | -8.4% | +1.6% | -10.0% | -9.0% |
| 6M | +10.1% | +23.3% | -13.2% | +2.3% |
| YTD | +54.1% | +14.7% | +39.4% | +45.5% |
| 1Y | +74.7% | +2.5% | +72.2% | +71.4% |
| 3Y | +72.0% | +28.0% | +44.0% | +43.2% |
| 5Y | +136.4% | +69.8% | +66.6% | +55.1% |
| All | +136.4% | +67.1% | +69.3% | +55.1% |
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