+1,348.4%
FERG vs MET
+400.2%
+948.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.5% |
| 7D | 0.0% | +1.2% | -1.2% | -0.2% |
| 30D | -10.2% | +1.4% | -11.6% | -10.4% |
| 3M | -0.6% | +17.7% | -18.3% | -2.9% |
| 6M | -6.5% | +35.0% | -41.5% | -10.4% |
| YTD | +4.2% | +26.3% | -22.1% | +0.7% |
| 1Y | -2.3% | +22.8% | -25.1% | -5.2% |
| 3Y | +48.5% | +65.9% | -17.4% | +39.0% |
| 5Y | +72.0% | +85.4% | -13.3% | +59.7% |
| 10Y | +369.9% | +253.7% | +116.2% | +321.2% |
| All | +1,348.4% | +400.2% | +948.2% | +1,211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling