+440.7%
FERG vs RACE
+738.5%
-297.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | +6.4% | -3.9% | +10.3% | +7.5% |
| 30D | +19.9% | +6.8% | +13.1% | +18.1% |
| 3M | +5.6% | +1.3% | +4.2% | +5.1% |
| 6M | +9.2% | +26.3% | -17.0% | +2.9% |
| YTD | +20.6% | +13.8% | +6.8% | +16.2% |
| 1Y | +5.7% | -0.5% | +6.1% | +4.9% |
| 3Y | +73.6% | +25.6% | +48.0% | +60.7% |
| 5Y | +86.2% | +67.6% | +18.6% | +58.0% |
| All | +440.7% | +738.5% | -297.9% | +298.5% |
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