+351.3%
FERG vs FLR
+19.7%
+331.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -2.6% | -3.5% | +0.9% | -2.4% |
| 30D | -8.9% | +4.2% | -13.1% | -9.1% |
| 3M | -2.0% | +8.1% | -10.1% | -2.7% |
| 6M | -3.2% | +21.5% | -24.7% | -4.6% |
| YTD | +1.5% | +36.8% | -35.3% | -0.6% |
| 1Y | +0.5% | +31.2% | -30.7% | -1.4% |
| 3Y | +50.4% | +53.9% | -3.5% | +45.9% |
| 5Y | +68.7% | +243.0% | -174.4% | +62.8% |
| All | +351.3% | +19.7% | +331.6% | +401.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling