+1,335.0%
FERG vs VEU
+210.7%
+1,124.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +3.4% | +1.7% | +1.7% | +2.8% |
| 30D | -11.5% | +1.0% | -12.5% | -11.8% |
| 3M | +1.3% | +5.6% | -4.4% | -0.5% |
| 6M | -1.0% | +13.7% | -14.6% | -5.0% |
| YTD | +3.2% | +17.7% | -14.5% | -2.0% |
| 1Y | -3.0% | +25.8% | -28.7% | -9.7% |
| 3Y | +55.0% | +77.1% | -22.1% | +31.4% |
| 5Y | +72.6% | +57.1% | +15.5% | +48.3% |
| 10Y | +358.9% | +149.8% | +209.1% | +279.5% |
| All | +1,335.0% | +210.7% | +1,124.3% | +1,143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling