+78.0%
FERG vs RACE
+64.4%
+13.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | +9.7% | -1.2% | +10.9% | +10.3% |
| 30D | +15.0% | +6.1% | +8.9% | +12.6% |
| 3M | +3.8% | -0.3% | +4.0% | +3.7% |
| 6M | +10.6% | +23.4% | -12.8% | +1.2% |
| YTD | +17.0% | +12.5% | +4.4% | +10.5% |
| 1Y | +7.1% | -0.5% | +7.6% | +6.1% |
| 3Y | +67.7% | +23.6% | +44.1% | +40.5% |
| All | +78.0% | +64.4% | +13.6% | +23.4% |
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