-0.3%
FERG vs FLEX
+101.8%
-102.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.2% |
| 7D | +0.9% | +6.4% | -5.5% | +0.2% |
| 30D | -15.1% | -5.9% | -9.2% | -14.6% |
| 3M | -4.8% | -23.5% | +18.6% | -2.5% |
| 6M | -2.5% | +83.7% | -86.2% | -15.2% |
| YTD | +1.8% | +86.5% | -84.7% | -12.4% |
| 1Y | -0.3% | +100.5% | -100.8% | -16.5% |
| All | -0.3% | +101.8% | -102.1% | -16.5% |
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