+91.3%
META vs FERG
+68.1%
+23.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.2% |
| 7D | +3.1% | +8.2% | -5.1% | +0.6% |
| 30D | -18.2% | +14.4% | -32.6% | -21.5% |
| 3M | +7.8% | +4.3% | +3.5% | +6.2% |
| 6M | +3.6% | +7.9% | -4.3% | +0.6% |
| YTD | -5.3% | +16.3% | -21.5% | -10.5% |
| 1Y | +2.7% | +2.2% | +0.5% | +0.7% |
| All | +91.3% | +68.1% | +23.2% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling