+379.8%
FERG vs RACE
+647.6%
-267.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.7% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | -10.2% | +0.8% | -11.0% | -10.4% |
| 3M | -0.6% | +17.2% | -17.7% | -4.0% |
| 6M | -6.5% | +13.6% | -20.1% | -9.3% |
| YTD | +4.2% | +12.2% | -8.0% | +1.2% |
| 1Y | -2.3% | -16.3% | +14.0% | +0.2% |
| 3Y | +48.5% | +36.4% | +12.0% | +37.2% |
| 5Y | +72.0% | +95.0% | -22.9% | +48.7% |
| 10Y | +369.9% | +813.2% | -443.4% | +276.7% |
| All | +379.8% | +647.6% | -267.8% | +309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling