+67.7%
FERG vs MET
+85.6%
-17.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.3% |
| 7D | +9.7% | +4.5% | +5.3% | +7.8% |
| 30D | +15.0% | +3.5% | +11.5% | +13.4% |
| 3M | +3.8% | +5.9% | -2.2% | +1.2% |
| 6M | +10.6% | +33.1% | -22.4% | -3.0% |
| YTD | +17.0% | +33.6% | -16.6% | +1.9% |
| 1Y | +7.1% | +32.7% | -25.6% | -6.5% |
| 3Y | +67.7% | +85.0% | -17.3% | +33.2% |
| All | +67.7% | +85.6% | -17.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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