+67.5%
FERG vs VEU
+53.0%
+14.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | +0.3% |
| 7D | -1.0% | -1.9% | +0.9% | +1.0% |
| 30D | -11.8% | -0.7% | -11.1% | -11.2% |
| 3M | -1.2% | +4.9% | -6.1% | -6.3% |
| 6M | -2.3% | +9.8% | -12.2% | -12.1% |
| YTD | +0.8% | +15.3% | -14.5% | -14.0% |
| 1Y | +0.5% | +23.0% | -22.6% | -19.9% |
| 3Y | +51.4% | +73.5% | -22.1% | -17.7% |
| 5Y | +67.5% | +54.5% | +13.0% | +3.6% |
| All | +67.5% | +53.0% | +14.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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