+363.2%
FERG vs VCIT
+28.6%
+334.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -10.2% | -0.8% | -9.4% | -9.8% |
| 3M | -0.6% | -1.0% | +0.4% | 0.0% |
| 6M | -6.5% | -1.8% | -4.7% | -5.5% |
| YTD | +4.2% | -0.7% | +4.9% | +4.7% |
| 1Y | -2.3% | +1.0% | -3.2% | -2.5% |
| 3Y | +48.5% | +18.8% | +29.6% | +39.1% |
| 5Y | +72.0% | +3.5% | +68.5% | +52.6% |
| All | +363.2% | +28.6% | +334.6% | +370.3% |
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