+434.6%
FERG vs VCIT
+28.8%
+405.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +8.7% | +1.9% | +6.8% | +7.5% |
| 3M | -7.4% | -1.4% | -6.0% | -6.7% |
| 6M | -6.6% | -2.1% | -4.5% | -5.5% |
| YTD | +6.6% | -1.6% | +8.2% | +7.7% |
| 1Y | -3.6% | -0.9% | -2.7% | -2.9% |
| 3Y | +56.4% | +20.0% | +36.4% | +46.5% |
| 5Y | +67.5% | +3.1% | +64.4% | +49.5% |
| All | +434.6% | +28.8% | +405.8% | +456.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling