+75.3%
FERG vs VCIT
+3.6%
+71.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -2.8% |
| 7D | +8.2% | -1.4% | +9.6% | +10.1% |
| 30D | +14.4% | +0.8% | +13.6% | +13.3% |
| 3M | +4.3% | -1.7% | +6.1% | +6.7% |
| 6M | +7.9% | -2.1% | +9.9% | +10.9% |
| YTD | +16.3% | -2.0% | +18.3% | +19.5% |
| 1Y | +2.2% | -1.5% | +3.7% | +4.5% |
| 3Y | +67.3% | +19.0% | +48.3% | +39.2% |
| 5Y | +75.3% | +3.8% | +71.6% | +51.3% |
| All | +75.3% | +3.6% | +71.7% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling