-5.0%
NXT vs RACE
+0.7%
-5.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.7% | -3.9% | -1.9% | -4.7% |
| 30D | +18.5% | +6.8% | +11.7% | +17.2% |
| 3M | -4.1% | +1.3% | -5.4% | -4.4% |
| 6M | -20.3% | +26.3% | -46.6% | -22.7% |
| YTD | +15.5% | +13.8% | +1.7% | +16.8% |
| 1Y | -5.0% | -0.5% | -4.5% | +5.8% |
| All | -5.0% | +0.7% | -5.6% | +5.8% |
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