+50.9%
FERG vs VCLT
+12.6%
+38.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -15.1% | +0.1% | -15.2% | -15.2% |
| 3M | -4.8% | -2.9% | -2.0% | -2.4% |
| 6M | -2.5% | -4.0% | +1.5% | +1.0% |
| YTD | +1.8% | -2.2% | +4.1% | +3.9% |
| 1Y | -0.3% | -2.6% | +2.3% | +2.0% |
| All | +50.9% | +12.6% | +38.3% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling