+59.8%
FERG vs FLNC
-71.1%
+130.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.7% |
| 7D | -1.0% | -5.0% | +4.0% | -0.6% |
| 30D | -11.8% | -26.1% | +14.3% | -9.7% |
| 3M | -1.2% | -55.2% | +53.9% | +4.9% |
| 6M | -2.3% | -42.6% | +40.3% | -1.0% |
| YTD | +0.8% | -51.0% | +51.8% | +2.4% |
| 1Y | +0.5% | +43.3% | -42.9% | -10.8% |
| 3Y | +51.4% | -63.4% | +114.8% | +42.1% |
| All | +59.8% | -71.1% | +130.8% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling