+38.9%
NYT vs RACE
+90.9%
-52.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.2% |
| 30D | +4.5% | -0.4% | +4.9% | +4.4% |
| 3M | -8.5% | +17.9% | -26.4% | -12.8% |
| 6M | -15.1% | +19.3% | -34.3% | -19.6% |
| YTD | -3.3% | +11.9% | -15.1% | -7.2% |
| 1Y | +17.0% | -12.7% | +29.7% | +19.8% |
| 3Y | +55.7% | +41.1% | +14.6% | +24.5% |
| 5Y | +38.9% | +94.1% | -55.2% | -7.0% |
| All | +38.9% | +90.9% | -52.1% | -7.0% |
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