-2.3%
FERG vs FLEX
+102.8%
-105.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -10.2% | -10.1% | 0.0% | -9.2% |
| 3M | -0.6% | -31.3% | +30.8% | +3.1% |
| 6M | -6.5% | +71.3% | -77.8% | -17.8% |
| YTD | +4.2% | +81.2% | -77.1% | -10.0% |
| 1Y | -2.3% | +98.5% | -100.8% | -18.4% |
| All | -2.3% | +102.8% | -105.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling