+71.5%
FERG vs RACE
+93.6%
-22.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +3.0% |
| 7D | 0.0% | -2.5% | +2.5% | +0.9% |
| 30D | -10.2% | +0.8% | -11.0% | -10.6% |
| 3M | -0.6% | +17.2% | -17.7% | -6.8% |
| 6M | -6.5% | +13.6% | -20.1% | -11.7% |
| YTD | +4.2% | +12.2% | -8.0% | -1.4% |
| 1Y | -2.3% | -16.3% | +14.0% | +2.8% |
| 3Y | +48.5% | +36.4% | +12.0% | +18.1% |
| All | +71.5% | +93.6% | -22.0% | +14.3% |
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 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