+351.3%
FERG vs VCLT
+17.1%
+334.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | -1.4% | -1.2% | -2.3% |
| 30D | -8.9% | -1.2% | -7.7% | -8.7% |
| 3M | -2.0% | -4.8% | +2.7% | -1.1% |
| 6M | -3.2% | -2.6% | -0.6% | -2.7% |
| YTD | +1.5% | -3.3% | +4.8% | +2.2% |
| 1Y | +0.5% | -4.8% | +5.3% | +1.5% |
| 3Y | +50.4% | +11.5% | +38.9% | +49.2% |
| 5Y | +68.7% | -17.0% | +85.7% | +56.3% |
| All | +351.3% | +17.1% | +334.2% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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