+390.9%
FERG vs RACE
+658.9%
-267.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -2.1% | +5.1% | -7.2% | -3.1% |
| 30D | +8.7% | +7.7% | +1.0% | +7.0% |
| 3M | -7.4% | +2.2% | -9.6% | -7.9% |
| 6M | -6.6% | +23.8% | -30.4% | -11.0% |
| YTD | +6.6% | +13.9% | -7.3% | +3.2% |
| 1Y | -3.6% | +3.8% | -7.4% | -5.0% |
| 3Y | +56.4% | +28.0% | +28.4% | +46.1% |
| 5Y | +67.5% | +64.9% | +2.6% | +46.3% |
| 10Y | +434.6% | +780.4% | -345.8% | +328.4% |
| All | +390.9% | +658.9% | -267.9% | +317.2% |
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