+494.6%
FERG vs VCIT
+29.7%
+464.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.2% | +11.2% |
| 7D | +7.3% | +0.7% | +6.6% | +6.9% |
| 30D | +18.1% | +1.8% | +16.3% | +16.9% |
| 3M | +1.6% | -1.6% | +3.2% | +2.5% |
| 6M | +8.5% | -2.1% | +10.6% | +9.9% |
| YTD | +18.6% | -1.6% | +20.1% | +19.7% |
| 1Y | +5.7% | -0.8% | +6.5% | +6.4% |
| 3Y | +74.0% | +19.9% | +54.1% | +62.9% |
| 5Y | +83.9% | +3.3% | +80.6% | +64.0% |
| 10Y | +494.6% | +30.6% | +463.9% | +520.3% |
| All | +494.6% | +29.7% | +464.9% | +520.3% |
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