+7.9%
FERG vs FLEX
-45.1%
+53.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.6% | -3.5% |
| 7D | +8.2% | +17.1% | -8.9% | +6.1% |
| 30D | +14.4% | -29.5% | +43.9% | +17.5% |
| 3M | +4.3% | -37.3% | +41.6% | +8.3% |
| 6M | +7.9% | -44.1% | +51.9% | +12.0% |
| All | +7.9% | -45.1% | +53.0% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling