+67.7%
FERG vs VEA
+59.5%
+8.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.4% |
| 7D | -2.6% | -1.5% | -1.1% | -1.1% |
| 30D | -8.9% | -0.8% | -8.1% | -8.1% |
| 3M | -2.0% | +2.5% | -4.5% | -4.7% |
| 6M | -3.2% | +11.1% | -14.3% | -14.0% |
| YTD | +1.5% | +17.2% | -15.7% | -14.8% |
| 1Y | +0.5% | +24.5% | -24.0% | -20.8% |
| 3Y | +50.4% | +75.4% | -25.0% | -19.0% |
| All | +67.7% | +59.5% | +8.2% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling