+351.3%
FERG vs VFC
-69.1%
+420.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.6% | -0.1% |
| 7D | -2.6% | -1.4% | -1.2% | -2.3% |
| 30D | -8.9% | -9.0% | +0.1% | -7.4% |
| 3M | -2.0% | -24.2% | +22.1% | +2.3% |
| 6M | -3.2% | -18.5% | +15.3% | -0.3% |
| YTD | +1.5% | -25.9% | +27.4% | +6.0% |
| 1Y | +0.5% | -13.0% | +13.5% | +1.6% |
| 3Y | +50.4% | -20.3% | +70.7% | +44.7% |
| 5Y | +68.7% | -78.1% | +146.8% | +95.2% |
| All | +351.3% | -69.1% | +420.4% | +380.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling