+55.0%
FERG vs VFC
-25.9%
+80.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.6% |
| 7D | +3.4% | +0.8% | +2.5% | +3.2% |
| 30D | -11.5% | -11.9% | +0.4% | -9.7% |
| 3M | +1.3% | -20.2% | +21.4% | +4.6% |
| 6M | -1.0% | -23.0% | +22.0% | +2.6% |
| YTD | +3.2% | -26.2% | +29.4% | +7.6% |
| 1Y | -3.0% | -13.3% | +10.4% | -1.7% |
| 3Y | +55.0% | -25.5% | +80.5% | +49.6% |
| All | +55.0% | -25.9% | +80.9% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling