+348.1%
FERG vs FLUT
-11.0%
+359.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | -1.0% | -3.6% | +2.6% | -0.5% |
| 30D | -11.8% | -0.3% | -11.5% | -11.9% |
| 3M | -1.2% | -12.6% | +11.4% | +0.2% |
| 6M | -2.3% | -8.0% | +5.7% | -2.0% |
| YTD | +0.8% | -54.1% | +54.9% | +12.1% |
| 1Y | +0.5% | -66.1% | +66.6% | +16.8% |
| 3Y | +51.4% | -45.0% | +96.4% | +61.7% |
| 5Y | +67.5% | -51.2% | +118.7% | +74.9% |
| All | +348.1% | -11.0% | +359.1% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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