+22.7%
NXT vs RACE
-16.2%
+38.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.2% |
| 7D | -1.1% | -2.5% | +1.4% | -1.1% |
| 30D | -15.3% | +0.8% | -16.1% | -15.4% |
| 3M | -43.8% | +17.2% | -60.9% | -43.8% |
| 6M | -18.7% | +13.6% | -32.2% | -19.0% |
| YTD | -3.0% | +12.2% | -15.2% | -3.0% |
| 1Y | +22.7% | -16.3% | +39.0% | +14.8% |
| All | +22.7% | -16.2% | +38.9% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling