-99.2%
NVD vs RACE
+33.5%
-132.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.2% |
| 7D | -7.7% | -1.0% | -6.6% | -8.3% |
| 30D | -5.8% | -1.5% | -4.3% | -6.6% |
| 3M | -23.2% | +15.5% | -38.7% | -14.1% |
| 6M | -49.7% | +17.3% | -67.0% | -41.8% |
| YTD | -47.7% | +11.1% | -58.8% | -41.9% |
| 1Y | -61.3% | -14.3% | -47.1% | -66.2% |
| 3Y | -99.2% | +40.2% | -139.3% | -98.5% |
| All | -99.2% | +33.5% | -132.6% | -98.6% |
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 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