+481.9%
NYT vs RACE
+844.0%
-362.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | +4.6% | +1.6% | +3.0% | +4.0% |
| 3M | -9.6% | +13.2% | -22.8% | -13.1% |
| 6M | -14.0% | +22.9% | -36.9% | -19.7% |
| YTD | -2.8% | +13.3% | -16.1% | -7.5% |
| 1Y | +15.6% | -12.7% | +28.3% | +18.2% |
| 3Y | +56.3% | +40.3% | +16.0% | +31.4% |
| 5Y | +39.5% | +96.5% | -57.0% | +2.3% |
| All | +481.9% | +844.0% | -362.0% | +170.3% |
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