+1,526.4%
FERG vs FLUT
+162.6%
+1,363.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +9.7% | -0.7% | +10.4% | +9.8% |
| 30D | +15.0% | +9.3% | +5.8% | +13.9% |
| 3M | +3.8% | -17.5% | +21.2% | +5.6% |
| 6M | +10.6% | -14.6% | +25.2% | +11.7% |
| YTD | +17.0% | -62.3% | +79.2% | +29.0% |
| 1Y | +7.1% | -59.6% | +66.7% | +17.2% |
| 3Y | +67.7% | -45.3% | +113.0% | +77.1% |
| 5Y | +76.4% | -50.4% | +126.8% | +83.8% |
| 10Y | +424.2% | -26.8% | +451.1% | +430.6% |
| All | +1,526.4% | +162.6% | +1,363.8% | +1,558.2% |
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 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