-18.2%
META vs FERG
-3.2%
-15.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +6.0% | +3.4% | +2.7% | +5.1% |
| 30D | +3.6% | -11.5% | +15.1% | +6.9% |
| 3M | +4.9% | +1.3% | +3.6% | +4.0% |
| 6M | -4.7% | -1.0% | -3.7% | -6.0% |
| YTD | -6.9% | +3.2% | -10.1% | -8.9% |
| 1Y | -18.2% | -3.0% | -15.2% | -18.8% |
| All | -18.2% | -3.2% | -15.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling