+0.5%
FERG vs VFC
-14.7%
+15.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -1.0% | -3.3% | +2.3% | -0.1% |
| 30D | -11.8% | -14.0% | +2.2% | -8.3% |
| 3M | -1.2% | -22.6% | +21.3% | +4.4% |
| 6M | -2.3% | -24.7% | +22.4% | +3.2% |
| YTD | +0.8% | -29.0% | +29.7% | +7.8% |
| 1Y | +0.5% | -13.8% | +14.3% | +1.3% |
| All | +0.5% | -14.7% | +15.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling