+56.9%
FERG vs RACE
+40.8%
+16.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.8% |
| 7D | 0.0% | -2.5% | +2.5% | +0.7% |
| 30D | -10.2% | +0.8% | -11.0% | -10.4% |
| 3M | -0.6% | +17.2% | -17.7% | -5.1% |
| 6M | -6.5% | +13.6% | -20.1% | -10.3% |
| YTD | +4.2% | +12.2% | -8.0% | 0.0% |
| 1Y | -2.3% | -16.3% | +14.0% | +0.5% |
| All | +56.9% | +40.8% | +16.1% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling