+49.3%
FERG vs FLR
+52.3%
-3.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -1.0% | -6.9% | +5.9% | +0.4% |
| 30D | -11.8% | +1.1% | -12.9% | -12.1% |
| 3M | -1.2% | +14.3% | -15.6% | -4.8% |
| 6M | -2.3% | +19.1% | -21.4% | -7.3% |
| YTD | +0.8% | +35.1% | -34.3% | -7.1% |
| 1Y | +0.5% | +29.5% | -29.0% | -6.8% |
| All | +49.3% | +52.3% | -3.0% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling