+1,348.4%
FERG vs FLUT
+224.0%
+1,124.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.6% |
| 7D | 0.0% | -1.6% | +1.6% | +0.1% |
| 30D | -10.2% | +7.7% | -17.9% | -11.1% |
| 3M | -0.6% | -0.7% | +0.1% | -0.9% |
| 6M | -6.5% | -11.2% | +4.6% | -5.9% |
| YTD | +4.2% | -53.4% | +57.6% | +12.5% |
| 1Y | -2.3% | -65.8% | +63.5% | +9.1% |
| 3Y | +48.5% | -44.9% | +93.4% | +56.2% |
| 5Y | +72.0% | -49.7% | +121.7% | +77.4% |
| 10Y | +369.9% | -9.7% | +379.6% | +365.8% |
| All | +1,348.4% | +224.0% | +1,124.4% | +1,346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling