+1,348.4%
FERG vs VCIT
+96.3%
+1,252.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -10.2% | -0.8% | -9.4% | -9.9% |
| 3M | -0.6% | -1.0% | +0.4% | -0.1% |
| 6M | -6.5% | -1.8% | -4.7% | -5.8% |
| YTD | +4.2% | -0.7% | +4.9% | +4.6% |
| 1Y | -2.3% | +1.0% | -3.2% | -2.5% |
| 3Y | +48.5% | +18.8% | +29.6% | +41.8% |
| 5Y | +72.0% | +3.5% | +68.5% | +59.2% |
| 10Y | +369.9% | +29.2% | +340.7% | +364.8% |
| All | +1,348.4% | +96.3% | +1,252.1% | +1,134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling