+1,348.4%
FERG vs FLR
+43.3%
+1,305.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.7% | +2.5% |
| 7D | 0.0% | +5.4% | -5.5% | -0.4% |
| 30D | -10.2% | +11.4% | -21.6% | -10.9% |
| 3M | -0.6% | +11.4% | -12.0% | -1.4% |
| 6M | -6.5% | +16.6% | -23.2% | -7.6% |
| YTD | +4.2% | +41.7% | -37.5% | +1.9% |
| 1Y | -2.3% | +35.4% | -37.7% | -4.3% |
| 3Y | +48.5% | +57.3% | -8.8% | +43.8% |
| 5Y | +72.0% | +241.0% | -169.0% | +64.3% |
| 10Y | +369.9% | +16.6% | +353.2% | +395.5% |
| All | +1,348.4% | +43.3% | +1,305.1% | +1,461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling