+5.7%
FERG vs FLUT
-62.9%
+68.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.7% | +1.7% |
| 7D | +6.4% | +4.5% | +1.9% | +6.1% |
| 30D | +19.9% | +9.2% | +10.7% | +19.0% |
| 3M | +5.6% | -13.7% | +19.2% | +6.7% |
| 6M | +9.2% | -9.0% | +18.2% | +9.1% |
| YTD | +20.6% | -60.2% | +80.9% | +41.8% |
| 1Y | +5.7% | -63.1% | +68.8% | +26.2% |
| All | +5.7% | -62.9% | +68.6% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling