+86.4%
META vs FERG
+77.6%
+8.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | +5.2% | +9.7% | -4.6% | +0.7% |
| 30D | -13.0% | +15.0% | -28.0% | -18.6% |
| 3M | +7.9% | +3.8% | +4.2% | +5.6% |
| 6M | +4.2% | +10.6% | -6.4% | -1.6% |
| YTD | -2.5% | +17.0% | -19.5% | -11.3% |
| 1Y | +5.6% | +7.1% | -1.5% | 0.0% |
| 3Y | +96.8% | +67.7% | +29.1% | +34.3% |
| All | +86.4% | +77.6% | +8.8% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling