-2.3%
FERG vs FLNC
+53.3%
-55.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.2% |
| 7D | 0.0% | -4.9% | +4.8% | +0.2% |
| 30D | -10.2% | -27.3% | +17.1% | -8.9% |
| 3M | -0.6% | -61.9% | +61.3% | +3.5% |
| 6M | -6.5% | -34.5% | +28.0% | -6.1% |
| YTD | +4.2% | -47.7% | +51.9% | +5.2% |
| 1Y | -2.3% | +53.3% | -55.6% | -8.7% |
| All | -2.3% | +53.3% | -55.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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