+55.0%
FERG vs FLEX
+475.0%
-420.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.7% |
| 7D | +3.4% | +7.0% | -3.6% | +2.1% |
| 30D | -11.5% | -5.8% | -5.7% | -10.7% |
| 3M | +1.3% | -24.2% | +25.5% | +5.4% |
| 6M | -1.0% | +90.8% | -91.8% | -18.5% |
| YTD | +3.2% | +89.2% | -86.0% | -15.4% |
| 1Y | -3.0% | +104.7% | -107.7% | -22.7% |
| 3Y | +55.0% | +478.1% | -423.1% | -5.5% |
| All | +55.0% | +475.0% | -420.0% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling