+1,526.4%
FERG vs FLEX
+1,251.9%
+274.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.1% |
| 7D | +9.7% | +7.5% | +2.3% | +8.8% |
| 30D | +15.0% | -25.3% | +40.3% | +18.6% |
| 3M | +3.8% | -39.7% | +43.4% | +9.5% |
| 6M | +10.6% | -47.9% | +58.5% | +18.0% |
| YTD | +17.0% | +24.1% | -7.1% | +10.0% |
| 1Y | +7.1% | +26.0% | -18.9% | +0.4% |
| 3Y | +67.7% | +282.7% | -214.9% | +36.6% |
| 5Y | +76.4% | +424.2% | -347.8% | +38.4% |
| 10Y | +424.2% | +613.8% | -189.5% | +300.8% |
| All | +1,526.4% | +1,251.9% | +274.5% | +1,101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling