+3.1%
FERG vs VEA
+20.4%
-17.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +1.0% |
| 7D | +7.7% | +0.7% | +7.0% | +7.1% |
| 30D | +11.5% | -0.4% | +11.9% | +11.9% |
| 3M | -2.4% | -1.7% | -0.7% | -1.2% |
| 6M | -4.0% | +5.1% | -9.1% | -9.0% |
| YTD | +13.4% | +14.4% | -1.1% | -6.0% |
| 1Y | +3.1% | +20.5% | -17.5% | -21.5% |
| All | +3.1% | +20.4% | -17.4% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 1y: compounded portfolio wealth divided by compounded VEA 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…
1y analysis · Full analysis span regression · 6 months rolling