+1,527.5%
META vs FERG
+695.2%
+832.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.5% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | -10.2% | +14.9% | +7.2% |
| 3M | -1.6% | -0.6% | -1.0% | -1.7% |
| 6M | -7.5% | -6.5% | -0.9% | -6.5% |
| YTD | -6.4% | +4.2% | -10.6% | -7.7% |
| 1Y | -17.3% | -2.3% | -15.1% | -17.6% |
| 3Y | +109.9% | +48.5% | +61.4% | +88.4% |
| 5Y | +65.4% | +72.0% | -6.7% | +42.4% |
| 10Y | +391.8% | +369.9% | +21.9% | +277.4% |
| All | +1,527.5% | +695.2% | +832.3% | +1,034.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling