+70.3%
FERG vs FLUT
-44.6%
+114.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +7.2% | -1.5% | +8.7% | +7.4% |
| 30D | +17.9% | +3.4% | +14.5% | +17.1% |
| 3M | -1.3% | -12.5% | +11.2% | +0.3% |
| 6M | +8.3% | -18.5% | +26.8% | +10.7% |
| YTD | +18.3% | -61.6% | +80.0% | +42.6% |
| 1Y | +4.7% | -64.1% | +68.8% | +27.9% |
| 3Y | +70.3% | -44.5% | +114.7% | +94.5% |
| All | +70.3% | -44.6% | +114.9% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling