+66.7%
FERG vs VCIT
+19.2%
+47.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -2.5% |
| 7D | +8.2% | -1.4% | +9.6% | +10.7% |
| 30D | +14.4% | +0.8% | +13.6% | +13.0% |
| 3M | +4.3% | -1.7% | +6.1% | +7.5% |
| 6M | +7.9% | -2.1% | +9.9% | +11.9% |
| YTD | +16.3% | -2.0% | +18.3% | +20.6% |
| 1Y | +2.2% | -1.5% | +3.7% | +5.2% |
| All | +66.7% | +19.2% | +47.5% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling