+71.6%
FERG vs FLEX
+728.9%
-657.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.0% |
| 7D | +3.4% | +7.0% | -3.6% | +1.7% |
| 30D | -11.5% | -5.8% | -5.7% | -10.5% |
| 3M | +1.3% | -24.2% | +25.5% | +6.8% |
| 6M | -1.0% | +90.8% | -91.8% | -22.7% |
| YTD | +3.2% | +89.2% | -86.0% | -19.9% |
| 1Y | -3.0% | +104.7% | -107.7% | -27.4% |
| 3Y | +55.0% | +478.1% | -423.1% | -24.8% |
| All | +71.6% | +728.9% | -657.3% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling